On Tue, 12 Nov 2013, Clive Nicholas wrote: >> What version of gretl is this? (That p-value means "NA", as it obviously >> has to be if the F-statistic is numerically negative, but I thought we'd >> purged all cases of printing NA as if it were a number.) > > > v1.9.12. I'm not able to build the latest version of -gretl- on my Linux > machine (you may remember the fun and games that ensued last time I tried > this earlier this year), so I use the latest version that's made available > from the repository.
That is strange. IIRC, you're unning Kubntum and the build process is now (relatively) streamlined on deb-based distros. Could you please post the details so we can sort your issue out? >>> I can't properly run IV2SLS models in -gretl- because I only have one IV >>> and the main model has 96 predictors, so it responds that I don't have >>> enough instruments. >> >> That sounds like a non-sequitur: for one endogeous variable you need one >> additional instrument, regardless of how many exogenous regressors are >> included in the model. Have you looked up the syntax of gretl's "tsls"? >> It's >> >> tsls <dependent-var> <regressors> ; <instruments> >> >> where you repeat any exogenous regressors as (their own) instruments in >> the second list, behind the semicolon. For example >> >> tsls y const x1 x2 n ; const x1 x2 z >> >> where 'n' represents an endogenous regressor and 'z' the associated >> instrument > > > I consulted the command reference for -tsls- and it displayed a rather > different example (one where the endogs were completely different to the > exogs), but no matter: let me try that when I'm on my machine and I'll > report back to you. I've been using point-and-click to run IV2SLS on > -gretl-, so it would do me good to run it as syntax. Like Allin said, if you have 96 variables, out of which 95 are exogenous, they can act as their own instruments. I don't quite understand what the problem is. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------
