Hi,
I just answered a gretl-related question about the variance inflation
factors on Stackexchange
(
https://stats.stackexchange.com/questions/298612/why-is-variance-inflatio...).
When looking at the 'vif' command basically for the first time ever, my
first reaction was "why is this a command"? It would seem more natural
to call it with "modtest --vif" or something like that. (Although I
admit it wouldn't provide any p-values.)
Related, shouldn't there be a scripting way to access the output of vif
without doing the calculations manually?
cheers,
sven