[Gretl-users] Gretl-users Digest, Vol 100, Issue 20

Sven Schreiber svetosch at gmx.net
Mon May 25 19:53:54 EDT 2015


Am 25.05.2015 um 21:13 schrieb Liliya Netskar:
> Actually I used a very simple data set for the purporse of learning. The
> Gretl output file and the data set are attached below. Sorry, I have a
> german version :). Thanks again for your help!
>

Your output (parts):

Modell 1: Fixed-effects, mit 12 Beobachtungen
Mit 4 Querschnittseinheiten
ZeitreihenlÀnge = 3
AbhÀngige Variable: TestGrade
Weggelassen wg. exakter KollinearitÀt: Joe Sue Mark

So if I interpret your setup correctly, you told gretl to include unit 
fixed effects (hence gretl's description as "Fixed-effects"), and then 
you manually created and included unit dummies "Joe", "Sue", and "Mark". 
So effectively you're throwing in two sets of identical (or collinear) 
unit dummies. Of course they're collinear then and gretl throws them out 
because of that.

(The fact that the calculation is done with the within transformation 
doesn't matter for this problem.)

hth,
sven


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