Re: [Gretl-users] Corr(\alpha_{i},X_{it}) in FE panel models?

Let me make two corrections from my last post: ? list X = order first visits language host links fhscore l_lavggdp l_pop dt_2-dt_36 should have been ? list X = order first visits language host links fhscore l_lavggdp l_pop then running ? panel adjscore 0 X --robust --time-dummies which produces the result output. The problem I complained about ? series Xb = lincomb(X, $coeff[2:]) still is a problem, but I recognised too late that I entered the wrong number in the brackets: the number should, of course, be the number of variables given in X - nine. But that doesn't work for me ? series Xb = lincomb(X, $coeff[9:]) Data error and nor does ? series Xb = lincomb(X, $coeff[46:]) Data error or ? series Xb = lincomb(X, $coeff[91:]) Index value 91 is out of bounds despite the fact that the model results give F(91, 731) = 27.64603 and: Test for differing group intercepts - Null hypothesis: The groups have a common intercept Test statistic: F(46, 731) = 3.12977 with p-value = P(F(46, 731) > 3.12977) = 1.00693e-10 So which is the correct number to enter here that will run the command without error? I'm flummoxed. Thanks again. -- Clive Nicholas (clivenicholas.posterous.com) [Please DO NOT mail me personally here, but at <clivenicholas(a)hotmail.com&gt;. Please respond to contributions I make in a list thread here. Thanks!] "My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson