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

Datum: Wed, 23 Jul 2008 10:32:19 +0200 Von: "Sven Schreiber" <svetosch(a)gmx.net&gt; An: marco.marini(a)istat.it, Gretl development <gretl-devel(a)lists.wfu.edu&gt; 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 > _______________________________________________ > Gretl-devel mailing list > Gretl-devel(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-devel _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel