[Gretl-users] Re: On leverage command

Dear Allin, I'm working on a function that involves iterative WLS in order to correct OLS estimators in the presence of outliers. As a 1st step, the function has to leave out observations with a Cook's distance (D) > 1. Cook's D can be easily computed from the leverage series, what I do through the following code within the function: <hansl> ols myY myX --quiet ... # retrieve some statistics here leverage --quiet --save series l = lever ... # some code for Cook's D based on l, OLS residuals and OLS se) </hansl> Now, the function works smoothly...unless  a "lever" series already exists in the dataset. In that case the following error message is generated,