Re: [Gretl-devel] RFC: $sigma & co.
Am 01.05.2008 12:54, Riccardo (Jack) Lucchetti schrieb:
Moreover, we have a slight inconsistency in the way we compute things:
$sigma uses the asymptotic formula (ie, E'E over T), while in the
displayed equations we use degrees-of-freedom corrected figures for
standard errors. I'm not overly bothered by this, but some may.
What about $sigma in other contexts, is that asymptotic or
dof-corrected? I think that should be made consistent.
-sven