[Gretl-users] Re: gretl vs Stata: different WLS estimates for weights=0
Le mer. 20 janv. 2021 à 15:05, Sven Schreiber <svetosch(a)gmx.net> a écrit :
No, it doesn't. For 0-weighted observations excluded from the estimation
the "fcast --static" gives a "nan" value.
Best
Artur
..but in principle it seems easy enough to compute a fitted value
yhat
even for any obs (y-X-constellation) which wasn't part of the estimation
sample. I mean that's what we do for prediction, no?
Yes Sven, by all means :) (that was not a very wise question of mine)
Does a (static) "fcast" work there in gretl?
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