---

From: Allin Cottrell <cottrell@wfu.edu>
To: r.lucchetti@univpm.it; Gretl list <gretl-users@lists.wfu.edu>
Sent: Friday, October 21, 2011 7:09 PM
Subject: Re: [Gretl-users] Grelt crashes during TSLS

On Fri, 21 Oct 2011, Allin Cottrell wrote:

> On Fri, 21 Oct 2011, Riccardo (Jack) Lucchetti wrote:
>
>> On Fri, 21 Oct 2011, Anutechia Asongu wrote:
>>
>>> Could anyone gist me on why Grelt crashes each time I'm estimation via a
>>> TSLS approach; especially when the endogenous explaining
>>> variables exceed 3 and the instruments >4.
>>
>> Does it? Here, the following script runs just fine [...]
>
> Here too; and I also tried estimating the same model via the GUI.

Anutechia sent me his dataset and model (thanks!) and we were
able to determine (a) that the crash in the original tsls
model does not occur with current gretl, but (b) a modified
version of the model produced a crash that I could reproduce.

This is now fixed in my source tree and the snapshots for
Windows and OS X, but unfortunately not yet in CVS since
sourceforge CVS is down (they're apparently working on it).

The problem arose in this case: you have an endogenous
regressor which is not all-zero over the entire current sample
range, but is all-zero in the subset of observations that are
actually used for tsls, when within-sample missing values are
skipped. The fix was to detect and remove such variables
before they cause trouble.

Allin Cottrell
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