Exactly!

--- Оригінальне повідомлення ---
Від кого: "Tim Nall" <tnall.ling@gmail.com>
Дата: 28 квітня 2014, 03:16:05

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@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
>
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-- 
Best regards,
Timothy M. Nall
Assistant Professor
National Quemoy University
Kinmen, Taiwan
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