[Gretl-users] problem with system instrumental variables

[nadaud at centre-cired.fr]

Hello listers, greetings from Paris !

Still on my system estimation commands, I have a few difficulties with 
the use of instruments.

I would like to estimate a system of two equations with one different 
variable and one instrumented variable (income). So I use the syntax for 
tsls to specifiy regressors and instruments on the same line :


=================================================== script exerpt 
==============================================================
list socdemo = CHILD LOCATAIRE AUTOMOBILE

system name=AIDS
equation WLOG const lnPLOGCOMP lnPCARBCOMP lnDEPTOTR socdemo MRLOG ; 
const lnPLOGCOMP lnPCARBCOMP lnREVTOTUCR socdemo MRLOG 
equation WCAR const lnPLOGCOMP lnPCARBCOMP lnDEPTOTR socdemo MRCAR ; 
const lnPLOGCOMP lnPCARBCOMP lnREVTOTUCR socdemo MRCAR
end system
restrict AIDS
b[1,3]-b[2,2]=0
end restrict
estimate AIDS method=3sls

=================================================== end script exerpt 
==============================================================

but the command fails as gretl says : "variable 0 duplicated in commands 
list"

GRETL seems not to accept my instruments, in this AIDS model total 
expense (lnDEPTOTR) is instrumented by income (lnREVTOTUCR) ; all other 
variables being the same except the last ones (MRLOG and MRCAR) which 
are specific to each equation (and must remain different).

If i use both MLOG and MCAR in each equation, system estimation runs ok 
but does not makes sense on a statistical perspective.

Any advice from the list ?

sincerely

Franck