Hi everyone. Wish you all a Happy 2024, first of all.
I wonder if there is a way to make gretl work with more decimal digits. I
think I am having a rounding error problem.
I was getting divergent $coeff so I ran against other calculations OLS vs
matrix solutions in gretl - against some book examples
Example::
GRETL output:
? mX
mX (4 x 2) [t1 = 101, t2 = 104]
0,83732 -1,2049
1,4338 -0,22646
-0,58424 1,5486
-1,7969 0,57819
? f
f
-3,92 5,43 -5,94 13,52
? B == mX' * mX
B (2 x 2)
6,3271 -3,2773
-3,2773 4,2355
? T == B' * f
T (2 x 1)
-16,321
2,1119
? B^-1
0,26377 0,20409
0,20409 0,39402
? result
*result (2 x 1) == B^-1 * T*
* -3,8738 *
* -2,4988 *
*Now against the "benchmark' :*
*B =*
6.327065 -3.277288
-3.277288 4.235533
*T =*
-16.323890
2.114714
*B^-1 =*
0.263767 0.204092
0.204092 0.394016
*result =*
*-3.8741*
*-2.4983*
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