On Wed, 27 Jan 2010, [ISO-8859-1] Francisco Rocha-Gon�alves wrote:
I ran my set of panel data with Arellano-Bond.
When I asked (first option in the "analysis" drop down menu) for the
predicted, adjusted & residual, I am surprised because some values don't
appear.
If the e-mail doesn't break the resulting table I am sending an excerpt (in
Portuguese, but I am supplying a translation in brackets...):
CASE_MIX (my dependent variable) ajustado (adjusted/fitted) res�duo
(residual)
AGUE 1,291383
BEJA 1,315416
COVO 1,639558
FAMA 0,936894 1,347494 -0,410600
IPOL 2,278897 1,048024
Does anybody know what is wrong here?
On the line marked "IPOL" there seems to be a fitted value but no
residual -- is that what you're seeing in gretl, or is an artifact
of copy-and-paste?
The other blank cells are expected. It's a dynamic panel model, so
the first few observations for each cross-sectional unit are
always dropped.
Allin Cottrell