Re: [Gretl-users] One Step GMM and TSLS

Thanks Sven, I'm tried the option but results are different. ------------------------------------------------------------------------ *From:* Sven Schreiber <svetosch(a)gmx.net&gt; *To:* gretl-users(a)lists.wfu.edu *Sent:* Wednesday, October 26, 2011 10:10 AM *Subject:* Re: [Gretl-users] One Step GMM and TSLS Well if it makes any sense in your context, maybe you could restrict the sample "manually" (= --no-missing) and then apply GMM. Haven't tested this though. hth, sven Am 10/26/2011 10:00 AM, schrieb Anutechia Asongu: > Hi All, >            Can't one-step GMM that is compatible with TSLS be performed > with missing values?. Indeed I'm using TSLS and should like to use > one-step GMM for robustness test. Please is there a way one can > turn-around this "missing values encountered....." spectre that keeps > hunting me? > > ------------------------------------------------------------------------ > *From:* Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it>> > *To:* Gretl list <gretl-users(a)lists.wfu.edu <mailto:gretl-users@lists.wfu.edu>> > *Sent:* Wednesday, October 26, 2011 9:27 AM > *Subject:* Re: [Gretl-users] Linear Regression > > On Wed, 26 Oct 2011, Sven Schreiber wrote: > >> b is the coefficient -- if you have trouble finding it in the output, I >> predict some wonderful weeks ahead for you in which you will discover >> the beautiful world of econometrics. > > :-D > >> As for the different R2, you would need to post an example. This stuff >> is so standard that I'm willing to bet a large amount of money that if >> you compare the correct numbers, they will be the same. My first guess >> is different effective samples. > > Or perhaps, constant/no constant. > > > Riccardo (Jack) Lucchetti > Dipartimento di Economia > Università Politecnica delle Marche > > r.lucchetti(a)univpm.it <mailto:r.lucchetti@univpm.it> <mailto:r.lucchetti@univpm.it <mailto:r.lucchetti@univpm.it>> > http://www.econ.univpm.it/lucchetti > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> <mailto:Gretl-users@lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu>> > http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> > http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users