[Gretl-devel] Re: $test accessor after biprobit

On Sun, 1 Nov 2020, Allin Cottrell wrote:

release. By the way, it's not even entirely clear to me whether the LR test is invalid or not in the context of QMLE estimation (although I suspect it is). So I guess that, for now, it's enough to add a cautionary note to the biprobit docs, and we can modify it as needed later on, when we provide an independence test that is asymptotically valid even for QMLE estimation. I'll do this later today.