Re: [Gretl-users] t-stats and p-values after mle
On Tue, 27 May 2008, Stefano Balietti wrote:
Is there any accessor to catch the matrix of the p-values and
the matrix of the t stats after performing a ml estimation?
$test and $pvalues don't seem to make my case, as they return a
scalar and anyway they are not filled by the mle command. Maybe
they should be able to return a matrix as well.
Too complicated, IMO. A case for do-it-yourself.
After mle:
matrix stats = $coeff ./ $stderr
stats = stats ~ (2 * pvalue(z, abs(stats)))
colnames(stats, "t-ratio p-value")
printf "%12.5f\n", stats
Glad you asked, because it made me realize that the use of
pvalue() with a matrix argument was broken by a recent "fix" --
but this now works properly in CVS.
Allin.