Re: [Gretl-devel] vif
On Sat, 2 Sep 2017, Sven Schreiber wrote:
Hi,
I just answered a gretl-related question about the variance inflation factors
on Stackexchange
(https://stats.stackexchange.com/questions/298612/why-is-variance-inflatio...).
When looking at the 'vif' command basically for the first time ever, my first
reaction was "why is this a command"? It would seem more natural to call it
with "modtest --vif" or something like that. (Although I admit it wouldn't
provide any p-values.)
Yes, it's not a "test" in the strict sense.
Related, shouldn't there be a scripting way to access the output
of vif
without doing the calculations manually?
No doubt there should. But I'm now in the thick of a big teaching
semester and I won't be able to do anything about it soon.
Registering a feature request might be a good idea.
Allin