Re: [Gretl-users] Grelt crashes during TSLS
On Fri, 21 Oct 2011, Anutechia Asongu wrote:
Hi All,
Could anyone gist me on why Grelt crashes each time I'm estimation via a
TSLS approach; especially when the endogenous explaining
variables exceed 3 and the instruments >4.
Does it? Here, the following script runs just fine:
<hansl>
nulldata 256
y = normal()
nendo = 4
nexo = 2
ninst = 5
list lY = null # endogenous variables
loop i=1..nendo -q
series Y$i = normal()
lY += Y$i
end loop
list lX = const # exogenous variables
loop i=1..nexo -q
series X$i = normal()
lX += X$i
end loop
list lZ = null # instruments
loop i=1..ninst -q
series Z$i = normal()
lZ += Z$i
end loop
tsls y lX lY ; lX lZ
</hansl>
Could you please post a reproducible example?
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti