Re: [Gretl-users] system estimation on large cross-section problem under win XP
Franck Nadaud schrieb:
Dear gretl listers, greetings from Paris !
I am currently doing some system estimation with a large cross section under
win XP on GRETL 1.8.7 (GUI). My problem is the following:
I have a big data base (N = 49.808 obs.) declared in cross section format.
Actually, it is a pooling of (small) parts of five households budget and
expanditures surveys for years 1979, 1984, 1989, 1995 and 2001.
I coded a survey number variable (s = 1..5) for each year (79, 84, .. 01)
declared it as a discrete variable.
My objective is to estimate a demand system for each year from a script were I
call the data for each s = 1..5 with commands like :
smpl SURVNUM=1 --restrict --replace
system name=AIDS
equation WLOG_W ... variables
equation WCAR_W ... variables
end system
restrict AIDS
b[1,3]-b[2,2]=0
end restrict
estimate AIDS method=ols --iterate
I don't understand the combination of OLS and --iterate (but haven't
checked the manual I admit)
however when i run this small segment, gretl crashes and i dont see why.
in any case, of course it shouldn't crash. I guess because it crashes
you don't get to see any error message? Apart from that, I don't have
any idea, sorry.
Another remark: in my program, after the system estimation, there is a lot of
matrix / series computations but I am not sure if GRETL can handle matrices
indexing under smpl commands.
the matrices aren't affected by subsampling. However, the series of
course are.
good luck,
-sven