Dear Gretl users,
I have a question about system estimation and a (possible) bug report.
The question is: is it possible to include weights for observations when
estimating a system of equations in gretl (with sur method for example)?
I've read in the command reference that the supported estimators
are ols, tsls, sur, 3sls, fiml and liml. However, if I estimate the
system using the
"simultaneous equations" dialog box, there is also wls as one of the
proposed estimators
(but it's not possible to specify a weight variable, so maybe it does
not perform a
weighted regression after all).
The possible bug occurs after the estimation of a system using method
SUR. In the results
window, the command "Tests -> Normality of residuals" is active, but
nothing happens when
I click on it (gretl does not crash either). I'm running gretl 1.10.1
on Windows 7,
but I had the same problem with the previous release.
Thank you and best regards
Simona