Re: [Gretl-users] One Step GMM and TSLS

Hi All,             Can't one-step GMM that is compatible with TSLS be performed with missing values?. Indeed I'm using TSLS and should like to use one-step GMM for robustness test. Please is there a way one can turn-around this "missing values encountered....." spectre that keeps hunting me? ------------------------------------------------------------------------ *From:* Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it&gt; *To:* Gretl list <gretl-users(a)lists.wfu.edu&gt; *Sent:* Wednesday, October 26, 2011 9:27 AM *Subject:* Re: [Gretl-users] Linear Regression On Wed, 26 Oct 2011, Sven Schreiber wrote: > b is the coefficient -- if you have trouble finding it in the output, I > predict some wonderful weeks ahead for you in which you will discover > the beautiful world of econometrics. :-D > As for the different R2, you would need to post an example. This stuff > is so standard that I'm willing to bet a large amount of money that if > you compare the correct numbers, they will be the same. My first guess > is different effective samples. Or perhaps, constant/no constant. Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it> http://www.econ.univpm.it/lucchetti _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users