May be I´m wrong, but I suppose that Theil statistics need ordered data to compute Y_t-Y_t-1.

But perhaps I´m missing something.

Thanks

De: Sven Schreiber <svetosch@gmx.net>
Enviado: mércores, 3 de marzo de 2021 13:27
Para: gretl-devel@gretlml.univpm.it <gretl-devel@gretlml.univpm.it>
Asunto: [Gretl-devel] Re: Theil's U1 for fcstats (reloaded)

... and talking about this, may be a good chance to review what´s the sense of gretl

to show Theil statistic in forecast output, with cross-section data. 🙂

If there's any problem, you don't have to wait for somebody else to start a topic where the keyword appears :-)

It's always best to start  a new thread for a different topic.

But anyway, can you give an example of what you mean?

thanks

sven