[Gretl-devel] Re: $test accessor after biprobit
Am 27.10.2020 um 14:44 schrieb Sven Schreiber:
Somewhat related: The printed test result is the same whether or not the
--robust option is chosen for the biprobit command. Now I see that the
test is LR and as such of course doesn't use the VCVs. But is it
actually valid for example under heteroskedastic errors? If not, perhaps
it shouldn't be carried out then.
ping - somebody have an opinion about this?
thanks
sven