Re: [Gretl-devel] Standard error of OLS residuals
whoops,
I see this was already answered and also redirected to the users list. sorry.
-sven
-------- Original-Nachricht --------
Datum: Wed, 23 Jul 2008 10:32:19 +0200
Von: "Sven Schreiber" <svetosch(a)gmx.net>
An: marco.marini(a)istat.it, Gretl development <gretl-devel(a)lists.wfu.edu>
Betreff: Re: [Gretl-devel] Standard error of OLS residuals
Hi Marco,
this may be more suitable for the users list, but anyway:
By default I guess gretl uses n-k instead of n (the unbiased variance
estimator).
cheers,
sven
-------- Original-Nachricht --------
> Datum: Wed, 23 Jul 2008 00:04:45 +0200
> Von: mamarini(a)istat.it
> An: gretl-devel(a)lists.wfu.edu
> Betreff: [Gretl-devel] Standard error of OLS residuals
>
> Hi,
> estimating a simple OLS I get a different standard error than expected.
> The formula is simply ((res'*res)/n)^(1/2), isn't it? Making the
> calculation
> outside Gretl I achieve a different result.
>
> The version is 1.7.5 released last June.
> Thanks!
> Marco Marini
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