Also, $yhat is the fitted values not the residues.
Logan
-------- Original message --------
From: valentina colombo <valentina81c(a)hotmail.it>
Date: 10/10/2013 10:37 AM (GMT-06:00)
To: gretl-users(a)lists.wfu.edu
Subject: [Gretl-users] How to post some question
Dear Gretl-users,
I have to test by LM this vector of variables Y=[g t y n]'. Thus, I create a system
with 4 equations, each one includes some lagged variable of one of the variables in Y.
1st step: I run an ols and save the residual by "genr res=$yhat", also I have
to save the matrix residual sum of squares. To do the latter I use to transform into
X'X my residual.
2nd step: I need to regress the residuals on some other variables (i.e. g*c)
At this step I have a problem: I cannot regress the residual on covariates because
"the residual is not a variable".
Can you suggest me how to solve this problem in Gretl?
Thanks
Subject: Welcome to the "Gretl-users" mailing list (Digest
mode)
From: gretl-users-request(a)lists.wfu.edu
To: valentina81c(a)hotmail.it
Date: Thu, 10 Oct 2013 10:33:54 -0400
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