Folks,
What are the 3 “model selection statistics” that Gretl mentions when doing tests omitting variables? I’m guessing adj. R-squared, log-likelihood & AIC, but what about SC & HQ? Or is she referring to the 3 info criteria?
TIA,
PS
Folks,
What are the 3 “model selection statistics” that Gretl mentions when doing tests omitting variables? I’m guessing adj. R-squared, log-likelihood & AIC, but what about SC & HQ? Or is she referring to the 3 info criteria?
TIA,
PS