Re: [Gretl-users] Vvariables orthogonalization

There are many different orthogonalizations see, e. g. there: https://software.intel.com/en-us/mkl-developer-reference-c-orthogonal-fac... Gretl provides some orthogonalizatios SVD, princomp They serves the same purposes. It is not obvious that it has the same method as statas orthog The book mentioned in stata reference (Golub) has 70 pages chapter on different orthogonalizations Oleh 16 лютого 2018, 17:05:22, від "Marcin Błażejowski" <marcin(a)wrzosy.nsb.pl&gt;: Hi, I tried to replicate in gretl exercise with variable orthogonalization explained in https://www.stata.com/manuals13/rorthog.pdf but after running the script (dataset in attachment): <hansl> set verbose off list X = const length weight headroom trunk  X_orth = qrdecomp({X}) series olength = X_orth[,2] series oweight = X_orth[,3] series oheadroom = X_orth[,4] series otrunk = X_orth[,5] ols price X --simple ols price const olength oweight oheadroom otrunk --simple </hansl> the only identical coefficient is for const. What am I doing wrong? Regards, Marcin -- Marcin Błażejowski _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users