[Gretl-devel] accessing some "hidden" default tests (was Re: translation questions)
Allin Cottrell schrieb:
On Sun, 21 Mar 2010, Sven Schreiber wrote:
> * Overdispersion test
> (what are the test details, where do I find it in the menus?)
It's not in the menus, the test is printed by default. To see the
context run, e.g., greene19_3.inp. The test that we do appears on
page 477 of Deavidson and MacKinnon, Econometric Theory and
Methods.
Ok, so it's after a Poisson regression, thanks.
Here I have a general question unrelated to translation: how to get
scripting access to those test results that are shown in the output by
default?
There is $hausman for various estimators, $sargan for TSLS, etc., but
there doesn't seem to be a way to access at least the following:
1) overdispersion test after 'poisson'
2) GPH test and local whittle estimator after 'pergm'
3) Hurst exponent after 'hurst'
I guess there are more instances of this problem.
For stuff like in (3) above it would probably good to have a function
hurst() to mirror the command. In cases like (1) I guess there is the
choice of either introducing new accessors ($overdisp...) or new
'modtest' options: 'modtest --overdispersion'. With things as in (2)
I'm
not sure what's the best approach.
But do we have a consensus that we want to have those things accessible
in scripts?
thanks,
sven