Am 18.11.2013 14:25, schrieb Matthieu Stigler: > Hi > > I tried to use the IV-LIML estimator on a super simple model that does > not include any constant (both in regressors and instruments). However, > when trying to do so, I get an error message, like "data error" > (actually: "erreur de donnée" in the french version). It seems however > possible to run the same model under 2SLS. > > Is this on purpose? If not, maybe the code could be adjusted? I has > probably something to do with the fact that the first M projection > matrix becomes an identity under such circumstances? > Slightly OT: Can there be a good reason not to include the constant as an instrument? Perhaps for pedagogical purposes, but in reality? cheers, sven _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users