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.

On Tue, 22 Oct 2024, 3:32 pm Sven Schreiber, <sven.schreiber@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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