Hello everyone,
I am not sure if the following is a bug or if it can be avoided, basically I have a gretl
script that adds variables (many) to a model. The script then tests the AIC value to
determine if the var improved the model. However, I received the following message on a
certain variable be omitted from the model:
################
Null hypothesis: the regression parameters are zero for the variables
ld_ci_10
ld_ci_15
Asymptotic test statistic:
Chi-square(2) = 4.69312, with p-value = 0.0956979
#################
Then gretcli had a segmentation fault. The core dump regularly happens with the script on
the same data. However, it sometimes does not seg fault with the above message with
another model with different data. That is, gretlcli will continue without a seg fault
even though the Null Hypothesis messages is produced.
Here is a snip of the script:
####
genr maxVar = max(ld_ci_15);
genr minVar = min(ld_ci_15);
if maxVar != minVar;
add ld_ci_15;
genr aicTmp = $aic;
if aicTmp >= aiken - 1;
omit ld_ci_15;
else;
genr aiken = aicTmp;
endif;
endif;
###
One thing I did notice from the log file is that all other variables actually showed up in
the log on "add" and "omit" however the var in question (ld_ci_15) did
not(see log below):
#############
? genr maxVar = max(ld_ci_15)
Replaced scalar maxVar (ID 1109) = 1
? genr minVar = min(ld_ci_15)
Replaced scalar minVar (ID 1110) = -1
? add ;
....
Comparison of Model 1917 and Model 1918:
Of the 2 model selection statistics, 0 have improved.
? genr aicTmp = $aic
Replaced scalar aicTmp (ID 1111) = 991.01
? omit ;
.....
##############
Notice how the variable is not listed in the above snip. The other previous variables do
show up with the add and omit.
My question is, is there a way to do a test on a variable to determine if it would produce
the message "Null hypothesis: the regression parameters are zero for the
variables" prior to adding/omiting to the model? Or is the core dump a bug that can
be fixed?
Thanks,
John