Re: [Gretl-users] Possible redundancy of some function packages?

2014-11-06 0:14 GMT+08:00 Sven Schreiber <svetosch(a)gmx.net&gt;: "JB" package was written by me before it was built into gretl. Actually, I am glad to see it as a built-in command now. However, there would be still a possible small improvement on this built-in command. JB is often used on checking the residuals of OLS in which the degree of freedom should be taken into account in calculating the JB statistic. The current "normtest" might consider adding a parameter specifying the number of coefficients in OLS if it is used on checking the residuals. That would make little numerical difference (for example, see codes below), but it might be import in teaching undergraduate econometrics. <hansl> include JB.gfn open data4-10 ols ENROLL 0 CATHOL INCOME WHITE scalar pv2 = JB($uhat, $ncoeff) # compare built-in command that does not take into accounts of the degree of freedom series u=$uhat normtest u --jbera </hansl> I agreed that Doornik-Hansen test would be prefered to JB. But at least providing as an option for the teaching purpose, JB would be also considered to be implemented after estimating an OLS model with taking the degree of freedom into account while checking on the residuals in addition to the current Doornik-Hansen test. Thanks for all your effort, Yi-Nung Yang