[Gretl-devel] Re: $test accessor after biprobit
On Mon, 2 Nov 2020, Sven Schreiber wrote:
Am 02.11.2020 um 11:11 schrieb Riccardo (Jack) Lucchetti:
> 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.
Just done.
I think it wouldn't hurt to print the cautionary note also in
the
output. (For the robust case I mean.)
It wouldn't hurt, but I didn't do this since I couldn't be bothered with
adding another translatable string to the po files for something we're
going to fix soon anyway.
And in general I think a tracker ticket should be created for this so
it
won't be forgotten.
Good idea. Done.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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