Re: [Gretl-users] Normality Tests
Sorry I couldn't reply over the weekend. I appreciate all the comments
and Allin and Jacks's explanations. I now see how it is indeed a
better idea to use this as an example for showing gretl's scripting
functionality as Peter suggested.
Cheers
Talha
On Nov 9, 2007 7:12 PM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
On Fri, 9 Nov 2007, Talha Yalta wrote:
> I am using gretl to teach the intro. to econometrics class.
>
> Gujarati's text along with other popular texts such as Hill,
> Griffiths,Lim mentions the Jarque-Bera normality test. Iknow that Lee
> Adkins' ebook offers a gretl script for this test, however, I was
> wondering if this test could be implemented.
I suppose so, though the literature suggests that Doornik-Hansen,
which is what we have, is better.
> If yes, I also wonder if it could be made available as an option
> for the normality of the residuals under model tests. Is it
> possible to also have an option to set the number of bins for
> the chi^2 test here?
On the second question the answer is No, since it's not a "number
of bins" thing; see Doornik and Hansen (1994), referenced in the
bibliography to the Gretl Users' Guide.
http://www.doornik.com/research/normal2.pdf
Allin.
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