Re: [Gretl-devel] 'modtest' extensions
Am 11.11.2017 um 23:20 schrieb Sven Schreiber:
Am 11.11.2017 um 20:21 schrieb Allin Cottrell:
> On Fri, 10 Nov 2017, Sven Schreiber wrote:
>> have 'modtest' but that it is currently somewhat
arbitrary and
>> path-dependent which specific tests it covers.
>
> I take your last point here, but there's a practical limitation. We
> only have so many option flags available (at present, as many as there
> are letters in the Roman alphabet) and I think we might be struggling
> to avoid collisions
You mean because the first letter of an option is automatically its
short form?
OK, I can see that already with 'qlrtest' there would be a clash with
the 'q' from 'quiet'.
OTOH, looking at the modtest options there are some with the same
starting letter: autocorr/arch, squares/silent, etc. So I guess I don't
really understand the technical problem!?
Also, honestly I think it is unfortunate that because of this the
diagnostic tests are split into two groups in a quite ad-hoc way that is
difficult to communicate. (At least I didn't understand it before!)
As an interim remedy we might add to the built-in doc for 'modtest' a
sentence like this:
"For other diagnostic tests after estimation (which require more option
flags) see cusum, qlrtest, reset, hausman, chow."
cheers,
sven