Re: [Gretl-users] are TSLS-related tests accessible after estimation?
On Thu, 31 Jan 2008, Sven Schreiber wrote:
Hi,
is it possible (in a script) to access the test results from Hausman and
Sargan tests after TSLS estimation? Since they are automatically calculated
and not after a special test command, it seems that the normal gretl ways
($pvalue and such) don't apply.
If not, I would file a feature request, because the general gretl principle
seems to be that all tests should be accessible.
Interesting idea. Would two accessors $hausman and $sargan do? You can
always compute pvalues via genr (speaking of $sargan, we already have a
$gmmcrit accessor -- I wonder if the two could be merged).
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti