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