[Gretl-devel] omit --auto and missing values

Sven Schreiber svetosch at gmx.net
Sat Jul 9 05:55:26 EDT 2016



Am 08.07.2016 um 23:30 schrieb Allin Cottrell:
> On Fri, 8 Jul 2016, Sven Schreiber wrote:

>>
>> The errors go away when I precede the estimation and omit commands
>> with a "smpl ... --no-missing" line, that's why I think it has to do
>> with the missings.
>>

...
>
> However, what actually happened was that gretl kept the original n=50
> sample as established by the initial OLS: it's not fooled so easily. I
> tried setting INCOME[1] to NA also, for good measure, but it's the same
> story: gretl sticks with the sample defined by the original model.
>
> So what you're describing must be something more subtle.
>

More subtle indeed; my script has been restructured (for other reasons) 
and when I now comment out the "smpl ... --no-missing" line I don't get 
errors anymore. So can't construct the example anymore, sorry.

What I seem to remember is that first gretl kicked out some variables 
that were all zeros (those were some constructed interaction terms), 
then estimated the "full" model, then started the "omit --auto" routine, 
removing something like 21 variables, and then the "Datenfehler" (= data 
error) appeared.

When I manually estimated the semi-restricted model without the 21 
removed variables so far, I think the estimation sample was longer (at 
the current edge of the time series) than that of the full model.

But I realize that this information is not really symptoms that would 
help to pinpoint the error.

thanks,
sven


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