Re: Ang. [Gretl-devel] forward selection procedure and foreach loops
On Mon, 14 Jan 2008, Sven Schreiber wrote:
Am 14.01.2008 08:37, andreas.rosenblad(a)ltv.se schrieb:
...
>
> Could you add this example script to the Gretl User's Guide, please?
>
> Andreas
>
If the purpose is to have it available "within" gretl somehow, I
would rather suggest to roll up a function package that can then
be posted to the server, with a help text, health warning, and
all.
I'll try to get around to that.
IMHO the user guide should only/mostly deal with native gretl
features. However, I can also see that possibly having more
advanced scripting examples in the user guide could be useful,
I'm not sure.
At some point it may be worth adding a chapter to the User's Guide
on model selection/specification -- or maybe the existing chapter
19 on Model selection criteria could be extended for this purpose.
One could deal with omit/add, RESET, LM non-linearity tests and so
on. The "foward selection" example would belong there (along with
a discussion of Hendry's point). Also perhaps a script example of
testing non-nested alternatives.
If anyone wants to have a go at this, please do!
Allin.