Re: [Gretl-devel] omit command

On Thu, August 31, 2006 13:08, Riccardo Jack Lucchetti"" wrote: Attached you'll find a proof of concept: a diff file to apply to current CVS which adds the --wald option to the omit command and a sample script. The neat thing, embodied in the very idea of the Wald test, is that we don't need to estimate the restricted model at all, so 1) the CPU time for computing the test statistic is very small (this could be a problem with large datasets); 2) the Wald approach is applicable whenever missing values get in the way of comparing the two models. Allin, if you like the idea, please consider that my implementation is still very rough (especially wrt the model[0]<->model[1] stuff), and you'll have to sort out the mess I'll have certainly made; to make things worse, the code in the patch is almost comment-free. I wouldn't mind at all if this went in after release. Riccardo "Jack" Lucchetti Dipartimento di Economia Facoltà di Economia "G. Fuà" Ancona