[Gretl-users] Re: ERROR: sample script gmm
On Wed, 31 Jul 2019, Riccardo (Jack) Lucchetti wrote:
On Wed, 31 Jul 2019, Artur Tarassow wrote:
> Hi,
>
> I've just tried to run the gretl sample script "hall_cbapm". It
results,
> however, in an error for this example:
[...]
Funny, it works fine here (fresh git build on debian).
Hmm, I'm getting the same error as Artur. But the script runs to
completion if I reduce the scale factor on the V0 matrix. The original
line reads:
matrix V0 = 100000*I(nelem(inst))
It works for me with a scale of 10000, but works better with 500.
Anyway this example is maybe not the best to present. The alpha
parameter seems to be unidentified.
Allin