[Gretl-devel] Re: [Gretl-users] strange R^2 with TSLS

[Riccardo (Jack) Lucchetti]

On Thu, 6 Dec 2007, Sven Schreiber wrote:

> Riccardo (Jack) Lucchetti schrieb:
>> 
>> 
>> Ok, folks, nothing to worry about; tsls does work as it should. I was just
>> unaware of the fact that if the constant is in the regressor list, it gets 
>> automatically added to the instrument list if not already present. 
> ...
>> .
>> 
>> So, unless someone steps up in the next couple of days giving me a good 
>> reason for not doing it, I'll remove this feature from CVS (it's easy to 
>> revert the change if needed).

> I share your view about this. However, it's a backwards-incompatible change 
> and might break existing scripts. Maybe for some future release (2.0?) that 
> argument shouldn't count anymore, but until then I'd say it's a pretty strong 
> point.

I just committed to CVS what I hope is a non-controversial way to cope
with this issue: if the constant is automatically added in tsls, an 
explicit warning is given. Clearly, the warning message will have to be 
translated.

I'm attaching the diff file so you can see what I've done in detail.

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti
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