Re: [Gretl-users] Heteroskedasticity Tests (menu and results)
On Wed, 6 May 2009, Henrique wrote:
I was estimating an OLS model using GUI and when I performed
some tests on results I realized that heteroskedasticity tests -
White's test, White's test (squared only), Breusch-Pagan, and
Koenker - give a little bit confusing results (IMHO), look...
[at how the summary output does not distinguish between the
optional variants of the White and Breusch-Pagan tests]
Thanks, Henrique. I finally got around to fixing this. Should
now be better in CVS and Windows/OS X snapshots.
Allin