[Gretl-users] Re: Chow test p-value
On Wed, 26 Jun 2019, Sven Schreiber wrote:
Am 26.06.2019 um 17:01 schrieb Marcelo Duarte:
>
> I have tried upgrading and downgrading gretl and the same keeps happening.
> When I run the Chow test, a new window opens with the augmented model,
> but in neither appears the statistics and p-value.
> The model I'm working on contains lagged independent variables, and,
> just to get that idea out of my head, I've tried to run it without the
> laggs: It appeared.
>
If you can reproduce it, please specify a concrete example, ideally with
one of the example data files, or if it is a small dataset you can also
attach it (I think). Be very specific what model you estimate.
And also what the test looks like (dummy variable versus sample
split-point).
I've experimented again, and lags as such are not a problem. Looking
at the relevant code, the Chow test statistic will not be printed if
either it or its p-value are broken ("not a number"). I haven't been
able to provoke that case in my testing but I guess it must be what
you're seeing. We'd like to know how that can happen!
Allin