Re: [Gretl-users] R^2 for FE-panel and DW-Statistics

(...) This reminds me of something I've been meaning to document for a while (I'll try to get to it soon). After estimation of a single-equation model the new accessor $model retrieves a bundle containing all the regular model accessors plus some other information. To get the regular accessors you just use the accessor-name, minus the $-sign, as the key, as in ols y 0 x bundle b = $model series uhat = b.uhat (...) Anyway, the two things you mentioned weren't included in the $model bundle for a fixed-effects model, but now they are (in git and snapshots). Ss, for example, the script <hansl> open abdata.gdt panel WAGE 0 EMP CAP bundle b = $model print b </hansl> produces: bundle b: fixed_effects_F (bundle) xlist (matrix: 1 x 3) lnl = -2200.21 ahat (series: length 1260) command = panel hqc = 4950.54 Fstat = 41.776 n_included_units = 140 yhat (series: length 1260) DW = 0.928223 ylist = 4 T = 1031 depvar = WAGE within_F (bundle) bic = 5385.66 sigma = 2.20166 Tmax = 9 sample (series: length 1260) uhat (series: length 1260) vcv (matrix: 3 x 3) trsq = 895.803 aic = 4684.42 coeff (matrix: 3 x 1) df = 889 Tmin = 7 within_R2 = 0.0213909 ess = 4309.24 ncoeff = 3 rsq = 0.868868 rho = 0.367727 stderr (matrix: 3 x 1) Note the keys "within_R2" and "DW".