Franck Nadaud schrieb: > 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
I don't understand the combination of OLS and --iterate (but haven't checked the manual I admit) > > however when i run this small segment, gretl crashes and i dont see why. in any case, of course it shouldn't crash. I guess because it crashes you don't get to see any error message? Apart from that, I don't have any idea, sorry. > > 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. the matrices aren't affected by subsampling. However, the series of course are. good luck, -sven
