Hello listers ! greetings from Paris !
Let me ask a somewhat technical question about system estimation in GRETL. I am currently working on AIDS models to be estimated as sytems. So I use the command : system ... ... end system with restrictions inside. However those restrictions imply a singular covariance matrix. In other pacakges (SAS for example) estimation is done by deleting one equation, and the missing coefficient is recovered by the restrictions. I would like to know how GRETL handles such cases, and more specifically whith which methods. After some trials, it seems that GRETL handles quite well, doing neatly all the computation and printing results as if there was no singularity problem. Is it right ? I would like to know if it is possible in system estimation to recover all the coefficients and standards errors, because i have to compute the AIDS elasticities. thanx a lot and forward to read you cheers Franck -- Franck Nadaud Economiste CIRED UMR 8568 CNRS - EHESS 45 bis avenue de la Belle Gabrielle 94736 Nogent-sur-Marne Cedex TEL 33-1-43-94-73-94 FAX: 33-1-43-94-73-70 MOB: 06-07-39-92-75 France
