Re: [Gretl-users] Bartletts Test for Homogeanity of Variances

In case it's helpful, I'm putting below a script that solves a simpler but related problem, namely printing an F-test for the hypothesis that the variance is the same, for some given variable, in the first and second halves of the sample. A couple of comments follow. <gretlscript> function vfun (series y) set messages on set echo on scalar n2 = $nobs/2 smpl ; -n2 n1 = $nobs - 1 v1 = var(y) smpl --full smpl +n2 ; n2 = $nobs - 1 v2 = var(y) printf "v1 = %g, v2 = %g\n", v1, v2 Ft = (v1 > v2)? v1/v2 : v2/v1 pval = pvalue(F, n1, n2, Ft) printf "F(%d,%d) = %g, p-value %g\n", n1, n2, Ft, pval return scalar pval end function

(2) Unfortunately there's an annoying bug in smpl, whereby a "-" indicating retard-the-sample-end-or-start gets confused with the "-" that precedes an option flag. The form I used above, "-n2", happens to be a lucky string that doesn't trigger the problem. (I think the solution to this is to insist that the options to smpl be given in their full form, with two dashes. I'll fix that for gretl 1.6.6.)