Re: [Gretl-users] Optimization

Clarodina, I don't know of any add-on in Matlab or any other econometric software that's designed to maximize t-statistics. I also don't know of any reason why you'd want to do that. Having said that, I suppose you could write this problem down in the same way you'd do a maximum likelihood estimation, or possibly GMM. Gretl does ML and GMM estimation -- see chapters 19 and 20 of the user's guide. Is that what you're wanting to do? If so, that's definitely NOT maximizing the t-statistics in a regression. At any rate, if you really want to get maximum t's (in absolute value?), you'll have to program that yourself. PS ________________________________________ From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] on behalf of clarodina(a)lycos.com [clarodina(a)lycos.com] Sent: Wednesday, December 21, 2011 11:39 AM To: gretl-users(a)lists.wfu.edu Subject: [Gretl-users] Optimization Hi PS, Want to have the coefficients maximising t value Matlab have a add on doing the maximisation How to do the maximising on gretl? Clarodina _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users