[Gretl-devel] Re: gretl 2019b?

Am 09.05.2019 um 20:57 schrieb Allin Cottrell: > I agree with Sven that some clean-up and enhancement is needed, but I > suggest we propose that till after the 2019b release. I think what > might be best, when we get to it, is > > * Revert the "vif" command to just producing the VIFs (which are not > very sophisticated but are easy to interpret). And support a larger > set of estimators to the extent possible (but this would not include > nls, mle or gmm). The VIF vector to be available as $result. > > * Add a built-in bkw function which uses what's now in the C code to > replace Lee's package. Any covariance matrix accepted, so nls, mle and > gmm should be fine. > > * Rejig the GUI "Collinearity" menu item so that it produces what's > appropriate for the model in the window -- possibly with a choice of > VIFs, BKW or both, if applicable. > > * I think the doc should have something substantive (besides the > reference to Lee's paper, which is fine in itself) by way of > explanation of the BKW matrix, which is IMO by no means transparent. Sounds good to me! (Also the postponement.)