[Gretl-devel] Proposal of new feature

Hi, in PDF there is very short proposal for feature similar to Ox's "outliers detection". Idea is very simple: for each observation when residual exceeds given broad value (i.e. u_{\alpha}\cdot S_e) then we create dummy variable. The maximum number of dummies is called "dummy saturation" and is limited only by degrees of freedom. Regards, Marcin -- Marcin Błażejowski http://www.wrzosy.nsb.pl/~marcin/ GG# 203127