Thanks Sven, I'm tried the option but results are different.


From: Sven Schreiber <svetosch@gmx.net>
To: gretl-users@lists.wfu.edu
Sent: Wednesday, October 26, 2011 10:10 AM
Subject: Re: [Gretl-users] One Step GMM and TSLS

Well if it makes any sense in your context, maybe you could restrict the
sample "manually" (= --no-missing) and then apply GMM. Haven't tested
this though.

hth,
sven

Am 10/26/2011 10:00 AM, schrieb Anutechia Asongu:
> 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@univpm.it>
> *To:* Gretl list <gretl-users@lists.wfu.edu>
> *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
> UniversitÓ Politecnica delle Marche
>
> r.lucchetti@univpm.it <mailto:r.lucchetti@univpm.it>
> http://www.econ.univpm.it/lucchetti
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