[Gretl-devel] Re: Standard error of OLS residuals
Please cancel this message from the devel list, I have just forwarded it in the user list
----- Original Message -----
From: <mamarini(a)istat.it>
Date: Wednesday, July 23, 2008 12:04 am
Subject: Standard error of OLS residuals
To: gretl-devel(a)lists.wfu.edu
Hi,
estimating a simple OLS I get a different standard error than expected.
The formula is simply ((res'*res)/n)^(1/2), isn't it? Making the calculation
outside Gretl I achieve a different result.
The version is 1.7.5 released last June.
Thanks!Marco Marini