Re: [Gretl-users] skipping observations in arch regressions
On Tue, 29 May 2007, Chris wrote:
Hi,
I know it's improper to skip observations (and likely mucks about the
result) but I'm dealing with hourly data so the effect isn't that great. I'm
missing about 21 observations in a data set of nearly 3000 and none of them
are together. Is there any way to get the arch command to just skip the
observations and continue on with the regression?
Proviso: statistically speaking, this is something that shouldn't be done
(but people do it anyway).
You can save a version of your dataset purged of missing values by
smpl --no-missing
setobs 1 1 --special
store mydata
and you should be ok.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti