[Gretl-users] strange R^2 with TSLS

[Sven Schreiber]

Sven Schreiber schrieb:
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> On the original issue of R^2, I'll file the bug report soon.
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"Delay that order"... Actually for my real-world cases it turns out 
there isn't anything (obviously) wrong. However, I'm still puzzled by 
the 3-liner results I posted earlier. The point estimates are quite 
different between ols and tsls -- then how come the correlation between 
fitted and observed is the same to five or six digits of precision? Hm.

-sven