Dear gretl listers, greetings from Paris ! I am currently doing some system estimation with a large cross section under win XP on GRETL 1.8.7 (GUI). My problem is the following:
I have a big data base (N = 49.808 obs.) declared in cross section format. Actually, it is a pooling of (small) parts of five households budget and expanditures surveys for years 1979, 1984, 1989, 1995 and 2001. I coded a survey number variable (s = 1..5) for each year (79, 84, .. 01) declared it as a discrete variable. My objective is to estimate a demand system for each year from a script were I call the data for each s = 1..5 with commands like : smpl SURVNUM=1 --restrict --replace system name=AIDS equation WLOG_W ... variables equation WCAR_W ... variables end system restrict AIDS b[1,3]-b[2,2]=0 end restrict estimate AIDS method=ols --iterate however when i run this small segment, gretl crashes and i dont see why. I began by writing a loop on the variable SURVNUM, like the following: loop i = 1..5 smpl SURVNUM=$i --restrict --replace ... commands end loop smpl full but when i saw it does not run properly I decided to try the slow way (ie: to sample manually), but even then it does not work. Another remark: in my program, after the system estimation, there is a lot of matrix / series computations but I am not sure if GRETL can handle matrices indexing under smpl commands. If not I will go the dirty way : split may base into 5 smaller bases and estimate the scripts opening each of them in sequence. But before commiting such a sin, I would like to verify if the case is desperate or not ! cheers folks & regards Franck -- Franck Nadaud CIRED UMR 8568 CNRS - EHESS, ENPC, ENGREF, CIRAD 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
