[Gretl-devel] Re: gretl 2019b?

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.