Hi, <br><br>Does anyone have experiences to run the Feasible GLS model in gretl? <br><br>Especially, I cannot replicate the FGLS estimation results as shown in Example 8.7 (demand for cigarettes) of Wooldridge&#39;s &quot;Introductory Econometrics&quot; (I am using the 3rd edition, on page 293-294).<br>
<br>I use the default FGLS function under the the main menu \Model\Other linear models\Heteroscedasticity corrected. with the datafile as attached. Or run the following script command<br><br>       hsk cigs const lincome cigpric educ age agesq restaurn<br>
<br>The result is different from the one in Wooldridge&#39;s textbook. Do I use the wrong model?<br><br>Thanks<br><br>Yi-Nung Yang<br>Chair and Associate Professor<br>Dept. of International Trade, CYCU, Taiwan. <br><br><br>