Am 13.03.2019 um 23:34 schrieb Riccardo
(Jack) Lucchetti:
On
Wed, 13 Mar 2019, Sven Schreiber wrote:
Drawing the connection to the vif-related
feature request
(https://sourceforge.net/p/gretl/feature-requests/101/), does
this new $result bundle contain everything
That would be great of course, because it
would solve that ticket (and by implication, probably would make
the bkw.gfn package obsolete).
Yes, I suppose it does.
Well, it's looking good already (tried with the latest snapshot on
Windows), but there's one thing that the bkw.gfn package covers and
the 'vif' command doesn't, namely nonlinear models. I got an error
trying out 'vif' after an 'nls' block. In the doc for 'vif' this
limitation doesn't seem to be mentioned. I guess the VIFs themselves
do not make much sense outside of ols (or do they?), but these days
the vif command also gives you the BKW table, of course.
So perhaps could 'vif' be activated for nonlinear models, and give
only the BKW table?
thanks,
sven