Re: [Gretl-users] Question: rho and DW stat don't appear
Ah! I didn't see the line about missing observations. Maybe that's it?
[Paste below]:
Model 14: OLS, using observations 1900-1990 (T = 70)
Missing or incomplete observations dropped: 21
Dependent variable: ld_TotalContrastive
coefficient std. error t-ratio p-value
-------------------------------------------------------
ld_BOTH 0.632254 0.293004 2.158 0.0344 **
Mean dependent var -0.055569 S.D. dependent var 0.965827
Sum squared resid 60.49837 S.E. of regression 0.936370
R-squared 0.063216 Adjusted R-squared 0.063216
F(1, 69) 4.656229 P-value(F) 0.034424
Log-likelihood -94.21994 Akaike criterion 190.4399
Schwarz criterion 192.6884 Hannan-Quinn 191.3330
White's test for heteroskedasticity -
Null hypothesis: heteroskedasticity not present
Test statistic: LM = 8.0473
with p-value = P(Chi-square(1) > 8.0473) = 0.00455716
On Sun, Apr 27, 2014 at 10:22 PM, Sven Schreiber <svetosch(a)gmx.net> wrote:
Am 27.04.2014 15:30, schrieb Tim Nall:
> May I ask, what does it mean if you take the log difference of both the
> dependent and independent variables in an OLS, and then rho and DW stat
> don't even appear in the output? The White's test value is quite
> small... if i swap dependent/independent, the rho and DW stat
> reappear... Thanks TMN
>
If some regular regression stats don't appear that sounds strange. Could
you please show the output (copy & paste the pure text)?
cheers,
sven
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
--
Best regards,
Timothy M. Nall
Assistant Professor
National Quemoy University
Kinmen, Taiwan