Am 04.04.2017 um 23:53 schrieb Allin Cottrell:
Late-breaking: I've been working to simplify and rationalize the
output
from the "hausman" command (panel-data diagnostics following estimation
of pooled OLS) and I've changed several translatable strings. The
changes are just simplifications (dropping some clauses, removing
newlines) so hopefully it should be trivial to update translations.
I mention this now because we're planning to put out a new release
within about a week.
hi,
what does this mean: "spread (MIDAS)"?
Also, I think it's time to ditch the entry "Hausman test matrix is not
positive definite (this result may be treated as\n
\"fail to reject\" the random effects specification).\n"
Although I have a 'classic' paper named "The Hausman test statistic can
be negative even asymptotically" which shows that that would happen only
if H0 is wrong, I have tolerated the existence of that entry until now.
But for quite some time gretl also has had an alternative
regression-based Hausman test for Random Effects where the problem
cannot happen. So why do we still need this misleading gretl message?
thanks,
sven