[Gretl-users] Chow test in GUI

Dear all I found that the Chow test via GUI has a (potential) bug in the CVS. The following script runs very well in command line <script> open djclose series r=ldiff(djclose)*100 series d1=(r>0) model1 <- ols r const r(-1) chow d1 --dummy </script> The results come as follows ? chow d1 --dummy Augmented regression for Chow test OLS, using observations 1980/01/04-1989/12/29 (T = 2526) Dependent variable: r coefficient std. error t-ratio p-value --------------------------------------------------------- const -0.737184 0.0252908 -29.15 3.13e-161 *** r_1 0.111833 0.0249682 4.479 7.83e-06 *** d1 1.50286 0.0350300 42.90 1.87e-302 *** d1_r_1 -0.135231 0.0313858 -4.309 1.71e-05 *** But when I open model1 via GUI and execute Chow test. In the subsequent dialog window, I choose d1 under the listbox of the option "Name of dummy variable to use:" I got results: Augmented regression for Chow test OLS, using observations 1980/01/04-1989/12/29 (T = 2526) Dependent variable: r coefficient std. error t-ratio p-value ------------------------------------------------------- const 0.0291736 0.0325775 0.8955 0.3706 r_1 0.0526902 0.0339163 1.554 0.1204 splitdum 0.0357027 0.0460326 0.7756 0.4381 sd_r_1 -0.0505990 0.0418874 -1.208 0.2272 splitdum should not occur here under the option of a dummy variable. I run many tests and found that if I generate another dummy variable, say, d2 to be selected under the listbox of the option "Name of dummy variable to use", it works normally. Yi-Nung Yang