Hello everyone,
I've come across an error while using the RE estimator for panel data and I
couldn't find an answer anywhere on the internet.
I've seen a similar error reported before in this list but was related to
GARCH.
The situation is as follows:
- An unbalanced panel of 455 observations
- 1 dependent variable
- 9 independent variables (3 of them are time-invariant)
When using a linear-linear, lin-log or log-lin, specification everything
runs well.
When using a log-log specification, both pooled OLS, FE and RE returns the
same error window:
Couldn't create directory 'D:\<...>\AppData\Roaming\gretl\gretl.pid: No
such file or directory
C:\Users\<...>\AppData\Roaming\gretl\gretl.pid: No such file or directory
I didn't saw any reference to this in sourceforge bug tracker, so I'm
inclined to think that I'm overlooking something.
Thanks in advance for the help,
Marcelo Duarte