I am sorry for jumping into this conversation.
Prof Sven, when are we going to have the non-linear wald test as inbuilt
routine in Gretl? I think this would be a good thing to have on the
subsequent release of the Gretl.
Thanks.
On Tue, 22 Oct 2024, 3:32 pm Sven Schreiber, <sven.schreiber(a)fu-berlin.de>
wrote:
Am 03.10.2024 um 11:01 schrieb Riccardo (Jack) Lucchetti:
Also note that the "robust_RESET" package, by Oleh Komashko, is going to
be retired in the future since the same functionality will be present in
the upcoming version of gretl (2024c, due very soon).
This is a reminder that, as Jack wrote, Oleh's "robust_RESET" contributed
package has now become redundant, after the brand new gretl 2024c includes
this functionality natively. So the package is going to be removed soon. If
for whatever reason you still need it, please make a private and local copy
of it.
See the help for the "reset" command; to summarize, if the original
estimation was done robustly, then the RESET test will now automatically
also be robust. (And for scripting there is now an explicit "--robust"
option for the command.)
cheers
sven
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