[Gretl-users] gretl dropping variables

Allin Cottrell cottrell at wfu.edu
Sun Jun 14 15:51:47 EDT 2009


A further response to Nicolai Striewe's question in
http://lists.wfu.edu/pipermail/gretl-users/2009-May/003346.html :

There are three circumstances in which gretl deliberately drops
regressors from a specification given by the user:

1. (all models) the variable is all zeros
2. (all models) the variable is exactly collinear with
   other included regressors
3. (panel data, fixed effects estimator) the variable
   is time-invariant

If a regressor is dropped when none of these conditions is
satisfied, that's a bug (unless I'm forgetting any other
legitimate conditions, though I don't think so).

So far as I know, we don't have any evidence of a bug of this sort
to date.

Allin Cottrell


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