Re: [Gretl-devel] Bug
On 03/30/2012 08:52 AM, Talha Yalta wrote:
Hi,
R^2 and F stats are different whether one uses WLS or does a manual
weighing. I noticed this after first dividing all variables in a model
by X1 and then doing a wls with a weight variable = 1/X1^2. Everyting
was exactly the same except R^2, adjR^2, F and p(F).
I also noticed another inconsistency that the minus characters in
English and the Turkish translations are different. The former uses
"-" while the latter uses "-".
Cheers
Talha
without really looking into this, this doesn't sound like a bug. Those
statistics change with transformations, and so you have to be really
careful how to calculate them if you do it manually, to make them
comparable. But maybe you checked that already?
cheers,
sven