Am 12.11.2013 17:47, schrieb Clive Nicholas:
May I be permitted to ask this again in the hope of obtaining an
answer?
Clearly I'm missing something obvious, but how does one do this?
Correlating the variable with the model residuals to assess this is, I
believe, incorrect.
I consulted the guide and turned up dry, ditto the command reference.
Running the coefficient covariance matrix doesn't include the residuals.
I've also run a Google search and could only find this:
http://lists.wfu.edu/pipermail/gretl-users/2011-July/006470.html
which isn't quite what I'm looking for. This should be straightforward,
so your assistance would be very much appreciated.
Check out IV estimation with the 'tsls' command. May I make the
unrelated suggestion to also test if the pooling is actually adequate.
hth,
sven