Hi,
Probably the topic of "How small is really small?" has been already
discussed but I'm still a bit confused.
On an OLS estimation, where Stata considers that std errors are actually 0
and provides no related output, gretl instead reports quite small values,
kind of e-10, resulting in very "optimistic" p-values.
Obviously, gretl's missing F statistic and a R2=1 should provoke doubt and
question the validity of the model...yet those *** for the p-values seem
confusing :).
In such circumstances, is there a way to make gretl
"judge" that std.errors are actually 0 and discard t tests?
Best,
Artur