On Tue, 23 Mar 2010, Sven Schreiber wrote:
Here I have a general question unrelated to translation: how to get
scripting access to those test results that are shown in the output by
There is $hausman for various estimators, $sargan for TSLS, etc., but
there doesn't seem to be a way to access at least the following:
1) overdispersion test after 'poisson'
2) GPH test and local whittle estimator after 'pergm'
3) Hurst exponent after 'hurst'
I guess there are more instances of this problem.
For stuff like in (3) above it would probably good to have a function
hurst() to mirror the command. In cases like (1) I guess there is the
choice of either introducing new accessors ($overdisp...) or new
'modtest' options: 'modtest --overdispersion'. With things as in (2)
not sure what's the best approach.
But do we have a consensus that we want to have those things
accessible in scripts?
I agree that it's a good idea. I'll have to think a bit about
what might be the least cumbersome way of providing the