Dear Gretl-users,I have to test by LM this vector of variables Y=[g t y n]'. Thus, I create a system with 4 equations, each one includes some lagged variable of one of the variables in Y. 1st step: I run an ols and save the residual by "genr res=$yhat", also I have to save the matrix residual sum of squares. To do the latter I use to transform into X'X my residual. 2nd step: I need to regress the residuals on some other variables (i.e. g*c)At this step I have a problem: I cannot regress the residual on covariates because "the residual is not a variable". Can you suggest me how to solve this problem in Gretl? Thanks > Subject: Welcome to the "Gretl-users" mailing list (Digest mode) > From: gretl-users-request(a)lists.wfu.edu > To: valentina81c(a)hotmail.it > Date: Thu, 10 Oct 2013 10:33:54 -0400 > > Welcome to the Gretl-users(a)lists.wfu.edu mailing list! > > To post to this list, send your email to: > > gretl-users(a)lists.wfu.edu > > General information about the mailing list is at: > > http://lists.wfu.edu/mailman/listinfo/gretl-users > > If you ever want to unsubscribe or change your options (eg, switch to > or from digest mode, change your password, etc.), visit your > subscription page at: > > http://lists.wfu.edu/mailman/options/gretl-users/valentina81c%40hotmail.it > > > You can also make such adjustments via email by sending a message to: > > Gretl-users-request(a)lists.wfu.edu > > with the word `help' in the subject or body (don't include the > quotes), and you will get back a message with instructions. > > You must know your password to change your options (including changing > the password, itself) or to unsubscribe. It is: > > stefania84 > > Mailman will remind you of your lists.wfu.edu mailing list > subscriptions by e-mail once a semester, although you can disable this > action if you prefer. This reminder will include instructions on how > to unsubscribe or change your account options. > > There is also a button on your options page that will email your > current password to you.
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Dear Gretl-users,
I have to test by LM this vector of variables Y=[g t y n]'. Thus, I create a system with 4 equations, each one includes some lagged variable of one of the variables in Y. 1st step: I run an ols and save the residual by "genr res=$yhat", also I have to save the matrix residual sum of squares. To do the latter I use to transform into X'X my residual. 2nd step: I need to regress the residuals on some other variables (i.e. g*c) At this step I have a problem: I cannot regress the residual on covariates because "the residual is not a variable". Can you suggest me how to solve this problem in Gretl? Thanks > Subject: Welcome to the "Gretl-users" mailing list (Digest mode) > From: gretl-users-requ...@lists.wfu.edu > To: valentina...@hotmail.it > Date: Thu, 10 Oct 2013 10:33:54 -0400 > > Welcome to the gretl-us...@lists.wfu.edu mailing list! > > To post to this list, send your email to: > > gretl-us...@lists.wfu.edu > > General information about the mailing list is at: > > http://lists.wfu.edu/mailman/listinfo/gretl-users > > If you ever want to unsubscribe or change your options (eg, switch to > or from digest mode, change your password, etc.), visit your > subscription page at: > > http://lists.wfu.edu/mailman/options/gretl-users/valentina81c%40hotmail.it > > > You can also make such adjustments via email by sending a message to: > > gretl-users-requ...@lists.wfu.edu > > with the word `help' in the subject or body (don't include the > quotes), and you will get back a message with instructions. > > You must know your password to change your options (including changing > the password, itself) or to unsubscribe. It is: > > stefania84 > > Mailman will remind you of your lists.wfu.edu mailing list > subscriptions by e-mail once a semester, although you can disable this > action if you prefer. This reminder will include instructions on how > to unsubscribe or change your account options. > > There is also a button on your options page that will email your > current password to you. |
