[Gretl-devel] Re: gretl crash after 'hausman'
Am 11.07.2021 22:52 schrieb Allin Cottrell:
On Sun, 11 Jul 2021, Sven Schreiber wrote:
> - open abdata and estimate something with OLS
> - run hausman
> - execute 'print $test' (which produces NA)
Not having $test available in this case seems a bit lame. In git I've
made $test and $pvalue available as 3-vectors following "hausman". The
three tests are in the order shown in the printout:
1 Wald test for poolability in relation to fixed effects.
2 Breusch-Pagan test for poolability in relation to random effects.
3 The Hausman test itself.
If this behavior seems OK I can document it. (Maybe there's a case for
just giving the Hausman test result?)
Hi Allin,
in case the decision is to keep this feature, I suggest to add row
labels. Currently the output is just
<hansl>
open grunfeld
ols invest const value
hausman
eval $test
? eval $test
15.974
273.16
3.8110
</>
and the user (ok, at least me :-) ) would have to consult the document
each time checking which row refers to what.
Best,
Artur