Re: [Gretl-devel] Standard error of OLS residuals
Hi Marco,
this may be more suitable for the users list, but anyway:
By default I guess gretl uses n-k instead of n (the unbiased variance estimator).
cheers,
sven
-------- Original-Nachricht --------
Datum: Wed, 23 Jul 2008 00:04:45 +0200
Von: mamarini(a)istat.it
An: gretl-devel(a)lists.wfu.edu
Betreff: [Gretl-devel] Standard error of OLS residuals
Hi,
estimating a simple OLS I get a different standard error than expected.
The formula is simply ((res'*res)/n)^(1/2), isn't it? Making the
calculation
outside Gretl I achieve a different result.
The version is 1.7.5 released last June.
Thanks!
Marco Marini
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