Thanks! That fixed the error I was getting.
On Sat, Jun 2, 2012 at 11:04 PM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
> On Sat, 2 Jun 2012, Evan Miller wrote:
>
>> I am using libgretl in a C program and wish to perform an IV
>> regression via GMM. Here is the relevant code:
>>
>> DATASET *data_set = create_new_dataset(nvar, nobs, 0);
>>
>> for (i=0; i<nvar; i++) {
>> for (j=0; j<nobs; j++) {
>> dset_set_data(data_set, i, j, x[i*nobs+j]);
>> }
>> }
>>
>> ... create list using -100 as a separator ...
>
> Best to use the LISTSEP macro.
>
>>
>> MODEL model_results = ivreg(list, data_set, OPT_G);
>>
>>
>> When I first tried it, I got this error:
>>
>> realgen: exiting on expr() error 19
>> genr_compile: genrs[0] = 0x0, err = 19
>> formula: 'gmm___e = const-(b0+b1*+b2*+b3*+b4*+b5*+b6*+b7*+b8*+b9*)'
>>
>> nls_genr_setup failed
>>
>> Apparently variables without names were a big no-no,
>
> In the context of GMM or NLS, yes, we need the names.
>
>> so I named the variables in my data set by writing to
>> data_set->varnames. Now I get this error:
>>
>> realgen: exiting on lex() error 15
>> genr_compile: genrs[0] = 0x0, err = 15
>> formula: 'gmm___e =
>> var0-(b0+b1*var5+b2*var6+b3*var7+b4*var8+b5*var9+b6*var10+b7*var11+b8*var12+b9*var13)'
>> The symbol 'var0' is undefined
>> nls_genr_setup failed
>>
>> What am I doing wrong? I am using libgretl 1.9.8 on a Mac.
>
> The series in position 0 in the dataset is "reserved". It is
> automatically filled with 1s and named "const"; if you give it any
> other content or rename it this will cause trouble.
>
> Allin Cottrell
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