Re: [Gretl-devel] Presentation of model results

On Sun, 23 Nov 2008, Riccardo (Jack) Lucchetti wrote: > On Sat, 22 Nov 2008, Allin Cottrell wrote: > > >> So, could the following (Allin's proposal with the adj. R^2 and the > >> F-statistic swapped) be a reasonable compromise? > >> > >> Sum squared resid 59.23226 Mean dependent var 2.962500 > >> S.E. of regression 0.473671 S.D. dependent var 0.615864 > >> R-squared 0.419454 Adjusted R-squared 0.408459 > >> F(5, 264) 38.14888 P-value(F) 2.14e-29 > >> Log-likelihood -178.3244 Akaike criterion 368.6488 > >> Schwarz criterion 390.2393 Hannan-Quinn 377.3186 > >> rho 0.435670 Durbin-Watson 2.036421 > > > > I like it! > > Anyone who doesn't? Speak now or forever hold your peace. Well... third thoughts! There are quite a few contexts in which we print somewhat modified regression statistics (for example, for WLS or AR1 estimation). I presume it's desirable that we handle as many such cases as we reasonably can in a manner consistent with plain OLS results. And in that regard it's easiest if we go all the way with your row-wise presentation. For instance, it's handy to be able to skip a single row containing the mean and s.d. of the dependent variable. So here's an example of what I'm working with at present: Mean dependent var 4.538837 S.D. dependent var 0.243346 Sum squared resid 1.617235 S.E. of regression 0.189575 R-squared 0.430985 Adjusted R-squared 0.405696 F(2, 45) 17.04203 P-value(F) 3.09e-06 Log-likelihood 13.26255 Akaike criterion -20.52509 Schwarz criterion -14.91149 Hannan-Quinn -18.40371 rho 0.018627 Durbin-Watson 1.960299 (with the last row omitted for non-time series). Allin. _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel