Re: [Gretl-users] Casewise Diagnostic
Ignacio Diaz-Emparanza schrieb:
El Wednesday 21 November 2007 13:38:52 Sven Schreiber escribió:
> Having said that, in PcGive there is a post-estimation feature that
> reports observations with large residuals (per default I think it's 3.5
> standard devs, but it's adjustable). I have used that feature many times
> and maybe it's something to think about for gretl (after 1.6.6 of course).
>
>
In gretl we have the "Influencial observations" analysis. It is in the model
output menu under the "Tests" item.
Sometimes it's a bit embarrassing how little I know about gretl's
capabilities, even though I translated all of them...
Is that available for VARs/VECMs as well? (I should see for myself, but
don't have time right now, so it's more a bit of a reminder to myself to
check later...)
-sven