On Tue, 20 Apr 2010, Sven Schreiber wrote: > 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... [snip]
> > 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) The --iterate option is ignored for OLS; it is used only if the estimation method is SUR or 3SLS. > > however when i run this small segment, gretl crashes and i dont see why. > > in any case, of course it shouldn't crash. No. I trust we can find out why, though we may need a test script since Jack's variant works OK, if not wrapped in a loop. > > 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. I'm not quite sure what Franck means here, but if the data are subsampled then a command like matrix m = y (where y is a series) will transcribe to m only the current sample range. Allin Cottrell
