Re: [Gretl-users] Wald test for joint significance of time dummies
Am 28.07.2016 um 22:04 schrieb Allin Cottrell:
On Thu, 28 Jul 2016, klazar wrote:
>
> 2* My humble recommendation -
> I am wondering, whether the expression "Wald test for joint NON
> significance of time dummies" OR "Null hypothesis - all regressors are
> zero" would not be better for nonadvanced users (like me) to derive
> the proper results more easily.
required. Arguably the word "significance" should not be in
the string,
either in the positive or the negative, since what's we're actually
_testing_ for is not significance or its absence but "zero-ness" of the
parameters, so to speak.
That was also my first thought. What about "Test of absence of all time
dummies"?
cheers,
sven