I need helps and suggestion.

I have estimated the AIDS(almost ideal demands system) and Rotterdam demand system using Iterative SUR(Seeming Unrelated Regression) and 3SLS.

Recently, I have found that the estimated result from "Gretl" are quite different from the Other package (Such as R, RATS)

In case of R and RATS...the estimated coefficient are same exactly.

after I imposing the restriction on the model...

the estimated coefficient are exactly same....

But in CASE of GRETL....the estimated coefficient are different from above software.

In my thought, it should be same if the estimation method is right.

Of course, I have double check the model I estimated...No problems on it

Any suggestion?

or can you give answers..why this kinds of situation happened?

or is it error in the method?

Sincerely

Sung Jin Lim