Re: [Gretl-users] strange R^2 with TSLS
Sven Schreiber schrieb:
On the original issue of R^2, I'll file the bug report soon.
"Delay that order"... Actually for my real-world cases it turns out
there isn't anything (obviously) wrong. However, I'm still puzzled by
the 3-liner results I posted earlier. The point estimates are quite
different between ols and tsls -- then how come the correlation between
fitted and observed is the same to five or six digits of precision? Hm.
-sven