Dear Gretl users,
                         Could anyone gist me on the information criteria in Quantile regressions. Any goodness of fit criterion is also welcome. To be more specific, information criteria for OLS are the coefficient of determination(Rē: explanatory power of estimated coefficients), Fisher statistics(for overall model) and student stats(for estimated parameters). Information criteria for VARs are based on optimal lag selection(AIC, BIC, HQC..etc), standard errors and so on. Are there other information criteria, beside standard errors in Quantile regressions? Has anyone in here implemented the "goodness of fit" process developed by Koenker and Machado (1999)?

From: Henrique Andrade <>
To: Gretl Discussion List (users) <>
Sent: Wednesday, April 18, 2012 7:37 PM
Subject: [Gretl-users] Add observations inside a function

Dear Gretl Community,

Is there a way to circumvent the fact that we can not use the command "dataset" inside a function? Please take a look in the following code:

function series TESTE (series Y, int tamanho)

    dataset addobs tamanho
    string nome = argname(Y)
    print nome
    gnuplot @nome Y_hat_$P_1_$Q --time-series --with-lines --output=display

end function

dataset clear
open fedstl.bin
data exbzus usphci


Best regards,
Henrique Andrade

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