Gretl 1.9.9, Kubuntu Linux 12.10
It's just occurred to me that -gretl- neither gives any information in the
result window nor under the Tests and Analysis menus on the correlation
between the unit-specfic errors (\alpha_{i}) and the X_{it} variables in FE
panel models; reading the relevant sections in Chapter 17 turned up
nothing. Is anybody able to say why this is, or have I missed something?
Also, no information is given on the standard deviations of these FE error
components which are used to compute \rho (which is shown): any reason as
to why?
Thanks!
--
Clive Nicholas (
clivenicholas.posterous.com)
[Please DO NOT mail me personally here, but at <clivenicholas(a)hotmail.com>.
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"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson