[Gretl-users] System estimation

Allin Cottrell cottrell at wfu.edu
Sat Sep 1 15:53:37 EDT 2007


On Sat, 1 Sep 2007, Riccardo (Jack) Lucchetti wrote:
> 
> Ok, folks, attached you will find a script and a dataset to 
> replicate the AIDS example for SAS that you can find at
> [ URLs given]

Nice work!  

Meanwhile I have fixed up the system estimation code so that the 
accessors $coeff and $vcv produce what I think are the correct 
values (for, respectively, the vectorization of the coefficient 
matrix and the coefficient covariance matrix) for all the system 
estimation methods (from ols to fiml).

Allin.


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