Re: [Gretl-devel] 'modtest' extensions
Am 11.11.2017 um 20:21 schrieb Allin Cottrell:
On Fri, 10 Nov 2017, Sven Schreiber wrote:
> Am 19.09.2017 um 14:47 schrieb Sven Schreiber:
I think of the "hausman" command as an exploratory thing.
If you want to
estimate a panel-data model but have no a priori idea of which estimator
is likely to be suitable you _might_ find it helpful to try pooled OLS
plus "hausman".
I see, but I don't think that this is very relevant, frankly. When
people have a panel dataset, they usually ponder the question RE or FE.
I think it's very rare that people consider a pooled specification from
the start.
> have 'modtest' but that it is currently somewhat
arbitrary and
> path-dependent which specific tests it covers.
I take your last point here, but there's a practical limitation. We only
have so many option flags available (at present, as many as there are
letters in the Roman alphabet) and I think we might be struggling to
avoid collisions if we merge in several additional tests that each has
an array of options of its own.
You mean because the first letter of an option is automatically its
short form? Couldn't that simply be forbidden in these cases? Or if this
is not the point, I don't understand the problem I'm afraid.
[Of course, in principle we could have a practically unlimited number
of
distinct option flags, but it would mean a fairly substantial internal
redesign to allow more than 26,
Yeah I agree that 26 should be enough. But I'm kind of confident that
that wouldn't be a real limitation somehow.
thanks,
sven