[Gretl-devel] Re: gretl 2019b?

On Thu, 9 May 2019, Sven Schreiber wrote: > 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.) I like this too.