On Thu, 20 Nov 2008, Allin Cottrell wrote:
Please see the example at
http://ricardo.ecn.wfu.edu/~cottrell/dougherty/model.html
where I show a given model as displayed by current gretl, the
proposed modification, and Stata and Eviews output for comparison.
I quite like it. Attached you'll find a patch against CVS that does 3
things:
1) toggles compaction on an environment variable, to make testing easier
2) suppresses DW for non-time-series data
3) organises stuff in a more logical (IMHO) way than eviews. Example:
Model 1: OLS estimates using the 14 observations 1-14
Dependent variable: price
coefficient std. error t-ratio p-value
--------------------------------------------------------
const 52.3509 37.2855 1.404 0.1857
sqft 0.138750 0.0187329 7.407 8.20E-06 ***
Mean dependent var 317.4929 S.D. dependent var 88.49816
Sample size 14 Sum squared resid 18273.57
R-squared 0.820522 Adjusted R-squared 0.805565
S.E. of regression 39.02304 Log-likelihood -70.08421
Akaike criterion 144.1684 Schwarz criterion 145.4465
F(1, 12) 54.86051 P-value(F) 8.20e-06
Comments welcome!
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti