#112 gretl crashes when performing arellano bond estimation

closed-fixed
gretl gui (36)
5
2009-07-27
2009-07-26
Anonymous
No

I added a gretl file (of simulated data),

When i try to perform a Arellano-Bond estimation of Y1~c+x1 and one AR term, GRETL crashes
(using linux ubuntu and windows xp pro and gretl 1.7.9)

Discussion

  • Nobody/Anonymous

     
  • Allin Cottrell

    Allin Cottrell - 2009-07-26
    • labels: --> gretl gui
    • assigned_to: nobody --> allin
     
  • Allin Cottrell

    Allin Cottrell - 2009-07-26

    Thanks for the report.

    The problem is that with a time-series length of 100 you have a
    monstrous number of instruments. I expect gretl is exhausting
    system memory and so being killed by the OS. In the script
    larbond command you have the option of setting a limit to the
    lags used, as in

    arbond 1 10 ; y1 0 x1

    (though even 10 is probably a bit high).

    The bug here is that there's currently no way to limit the
    instruments used in the GUI dialog for arbond; we'll have
    to add that (and probably set the default to a sane maximum).

     
  • Allin Cottrell

    Allin Cottrell - 2009-07-27
    • status: open --> open-fixed
     
  • Allin Cottrell

    Allin Cottrell - 2009-07-27

    Fixed in CVS and Windows snapshot.

     
  • Allin Cottrell

    Allin Cottrell - 2009-07-27
    • status: open-fixed --> closed-fixed
     

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