Re: [Gretl-devel] add and omit once again

One more follow-up: The --wald option to "omit" (with the effect of not replacing the orignal model) is definitely a misnomer. The help text is OK, in a sense: it glosses this option as "Wald test _only_". But in almost all cases of both omit and add, what we do is in fact a Wald test, whether or not we're saving the modified model. Only in the (new) case of "add --lm" are we doing something that's truly not a Wald test. The other semi-exception is the case where the original model is plain OLS (no --robust option) and we're saving the modified model, and the --chi-square option is not given: in that case we calculate the F-test based on the sums of squared residuals from the restricted and unrestricted models, which is in fact numerically equivalent to a "true" Wald test calculated using the covariance matrix of the unrestricted model. So: to complete the clean-up I'm now proposing to rename the --wald option as --test-only. This also allows us to add an --lr option to do a likelihood ratio test instead of a Wald test, where applicable. I'm thinking one should be able to do: omit X1 --test-only --lr while it would make no sense to say omit X1 --wald --lr That is: (a) Everything is a Wald test unless you give --lm (for "add" only) or --lr (not implemented yet, but might be worth it). (b) The original model is always replaced as "last model" unless you say --test-only. The renaming of --wald is not yet in CVS, but I'll put it there barring any strong objections. The recommended backward fix would be: * Wherever you have omit --wald, replace with omit --test-only. * If perchance you have used omit --quiet in the undocumented sense of not saving the modified model, replace with --test-only. Allin