Re: [Gretl-devel] Presentation of model results

In addition, I wonder whether gretl checks all the assumptions of DW before diplaying it: a)- The constant exists, b)- No lagged dependent variable as explanatory variable, c)- No missing observations. Cheers Talha On Thu, Nov 20, 2008 at 5:55 PM, Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it&gt; wrote: > On Thu, 20 Nov 2008, Allin Cottrell wrote: > > >> Please see the example at >> http://ricardo.ecn.wfu.edu/~cottrell/dougherty/model.html >> where I show a given model as displayed by current gretl, the >> proposed modification, and Stata and Eviews output for comparison. > > I quite like it. Attached you'll find a patch against CVS that does 3 > things: > > 1) toggles compaction on an environment variable, to make testing easier > 3) organises stuff in a more logical (IMHO) way than eviews. Example: > > Model 1: OLS estimates using the 14 observations 1-14 > Dependent variable: price > > coefficient std. error t-ratio p-value > -------------------------------------------------------- > const 52.3509 37.2855 1.404 0.1857 > sqft 0.138750 0.0187329 7.407 8.20E-06 *** > > Mean dependent var 317.4929 S.D. dependent var 88.49816 > Sample size 14 Sum squared resid 18273.57 > R-squared 0.820522 Adjusted R-squared 0.805565 > S.E. of regression 39.02304 Log-likelihood -70.08421 > Akaike criterion 144.1684 Schwarz criterion 145.4465 > F(1, 12) 54.86051 P-value(F) 8.20e-06 > > Comments welcome! > > > > Riccardo (Jack) Lucchetti > Dipartimento di Economia > Università Politecnica delle Marche > > r.lucchetti(a)univpm.it > http://www.econ.univpm.it/lucchetti > _______________________________________________ > Gretl-devel mailing list > Gretl-devel(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-devel > -- "Remember not only to say the right thing in the right place, but far more difficult still, to leave unsaid the wrong thing at the tempting moment." - Benjamin Franklin (1706-1790) --