Exactly!
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 > > _______________________________________________ > Gretl-users mailing list > Gretl-users@lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users -- Best regards, Timothy M. Nall Assistant Professor National Quemoy University Kinmen, Taiwan _______________________________________________ Gretl-users mailing list Gretl-users@lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users