Re: [Gretl-users] Standard error of OLS residuals
Hi...
Formula is rather a little different: (res'*res/(n-k))^(1/2), where k is a
number of parametres being estimated...
Best wishes...
Mariusz
Poland
----- Original Message -----
From: <mamarini(a)istat.it>
To: <gretl-users(a)lists.wfu.edu>
Sent: Wednesday, July 23, 2008 12:08 AM
Subject: [Gretl-users] Standard error of OLS residuals
Hi,
estimating a simple OLS I get a different standard error than expected.
The formula is simply ((res'*res)/n)^(1/2), isn't it? Making the
calculation
outside Gretl I achieve a different result.
The version is 1.7.5 released last June.
Thanks!
Marco Marini
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
__________ NOD32 Informacje 3288 (20080722) __________
Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32
http://www.nod32.com lub http://www.nod32.pl