Re: [Gretl-users] System estimation
On Sat, 1 Sep 2007, Riccardo (Jack) Lucchetti wrote:
Ok, folks, attached you will find a script and a dataset to
replicate the AIDS example for SAS that you can find at
[ URLs given]
Nice work!
Meanwhile I have fixed up the system estimation code so that the
accessors $coeff and $vcv produce what I think are the correct
values (for, respectively, the vectorization of the coefficient
matrix and the coefficient covariance matrix) for all the system
estimation methods (from ols to fiml).
Allin.