Hi,

Are the following commands supposed to produce the same results? indeed, they actually don't.

<hansl>

open greene19_1.gdt

# some series

series term1 = 0.3*TUCE + 4

series term2=2

list xlist = const TUCE term1 term2

matrix x = {xlist}

matrix y = {GPA}

# Model 1

ols GPA xlist --simple

# Model 2

eval inv(x'*x)*x'y

# Model 3

eval inv(x'x)*x'*y

# Model 4

eval mols(y, x)

</hansl>

OLS-built function (model 1) works fine and eliminates the extra variables that cause multicollinearity.

Same for the OLS matrix-built function (model 4) which halts on the ground that "Exact or near collinearity encountered"

But, models 2 & 3 give different results (i) from the OLS-built function and (ii) one from the other. I also tried to use 'invpd()' as presented in the Guide (Listing 17.3: OLS via matrix methods (p. 153)); same results as Models 2 & 3.

Am I missing something?

Best,

Artur