On Sun, 25 Oct 2020, Riccardo (Jack) Lucchetti wrote:
On Sun, 25 Oct 2020, Fred Engst wrote:
Hi Allin and Jack,
I was trying to run a fixed effect logit model on the wagepan dataset using
Jack’s felogit package (version
1.8), which I have installed as a menu item to use in the GUI.
After I provided the binary variable and a list of regressors in the dialog
box, if I also selected the time
dummies, gretl crashed once I hit ok. Without the time dummies, it worked
fine.
I then run the same felogit package in a script, it worked fine without the
time dummies, and crashed with time
dummies are included.
My guess is that there is some problem in the OSX BLAS library. The crash
seems to happen in the context of the check we run, prior to estimation, on
the information matrix to prune out collinear regressors.
Yes. The crash occurs in the LAPACK function DSYEVR, called by
gretl_symmetric_matrix_eigenvals(). It seems that either we're
passing bad data to DSYEVR or there's a bug in the implementation of
that function in Apple's Accelerate Framework.
I don't think gretl is passing bad data to DSYEVR -- at least
valgrind doesn't detect any problem.
There's a slower but perhaps more robust LAPACK function, DSYEV,
that can be called for this purpose -- we use it if the matrix in
question is small or if GRETL_OLD_EV is set in the environment. So
an interesting test on macOS would be to set GRETL_OLD_EV=1 and see
if the problem persists.
Allin
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