On 09-01-2012, at 02:31, Sung Jin Lim wrote: > Thank you for answer > > I have checked the again my estimation procedure... > and I noticed that there is the some mistake in AIDS case... > that means that the estimated coefficients of AIDS model regressed by GRETL > has the same coefficient... > It is almost same in the 4th digit. > > > But the Rotterdam Case...I am not sure.. > maybe there is a mistake on the estimation...method...I lost my confidence on > it > anyway..following is the code I wrote > and I attached the data > > ----------------------------------------------------------------------- > genr DivisiaQ = sw1*dq1 + sw2*dq2 + sw3*dq3 + sw4*dq4 > genr wdq1 = sw1*dq1 > genr wdq2 = sw2*dq2 > genr wdq3 = sw1*dq3 > genr wdq4 = sw2*dq4 > genr rqa = wdq1+wdq2+wdq3+wdq4 > > genr ddp1=dp1-dp4 > genr ddp2=dp2-dp4 > genr ddp3=dp3-dp4 > > system name="Rotterdam" > equation wdq1 DivisiaQ ddp1 ddp2 ddp3 > equation wdq2 DivisiaQ ddp1 ddp2 ddp3 > equation wdq3 DivisiaQ ddp1 ddp2 ddp3 > end system > > restrict "Rotterdam" > b[1,3]-b[2,2]=0 > b[1,4]-b[3,2]=0 > b[2,4]-b[3,3]=0 > end restrict > > estimate "Rotterdam" method=sur --iterate > estimate "Rotterdam" method=3sls --iterate > ........ > ------------------------------------------------------------------ > > estimation result > > in this case I have the following estimation summery > > theta p1 p2 p3 p4 > 0.59364 −0.1118 0.018 0.51994 −0.4262 > 0.03605 0.018 −0.0070 −0.0279 0.01695 > 0.33327 0.51994 −0.0279 −1.8410 1.349 > 0.03704 −0.4262 0.01695 1.349 −0.9398 > > > But from R and RATS > I have > > theta pi1 > pi2 > pi3 > pi4 > [1,] 0.44711 −0.9208 0.04375 0.87236 0.00473 > [2,] 0.04094 0.04375 −0.0090 −0.0372 0.00242 > [3,] 0.50526 0.87236 −0.0372 −0.8277 −0.0074 > [4,] 0.00669 0.00473 0.00242 −0.0074 0.00029
You should also give the R script you used. Otherwise there is no way anybody can check now. Berend
