Re: [Gretl-users] system estimation on large cross-section problem under win XP (3)
On Thu, 22 Apr 2010, Franck Nadaud wrote:
I finally checked my problem and here are my conclusions
[snip]
3) A first line of conclusion is thus that : first, the loops
are not under cause ; second, it seems that the system commands
do not handle colinearity in the variables as efficiently as
does ols. This seems rather serious because instead of getting
an error message gretl crashes.
Thanks for investigating! That is now fixed in CVS: if exact
collinearity is encountered in estimating a system you now get an
error message instead of a crash. Maybe later we can think if it's
worth trying to support automatic elimination of regressors in
this case, as with single-equation OLS.
Allin