On Sun, 29 Sep 2019, Sven Schreiber wrote:
consider this:
<hansl>
nulldata 10
series x = normal()
ols x const
stat = $coeff(const) / $stderr(const)
printf "Signif. of const: %g\n", 2* pvalue(t, $T-1, abs(stat))
omit const # error
</hansl>
This should work, no?
It's not specifically "omit const" that's not working, it's using
"omit" on the sole regressor (whatever it may be) in the prior model,
thereby leaving no model at all.
Why would one want to do that?
Allin