[Gretl-users] compare regression models
Dear list-members,
I have the task to compare regression models. The models are not nested. For the simplest
case let's consider the two simple regressions
ols y 0 x1
ols y 0 x2
Is it possible to test if x2 is a significant better regressor of y than x1 is? Should I
use an F-test to test this hypothesis? Isn't something like this already bulit in in
gretl?
thanks for any comments!
Daniel