Dear all
Is there a possibility to perform this test manually?
Step 1: Rank the observations according to the values to Xi, beginning with
the lowest value
Step 2: Omit c central observations
Step 3: Fit separate OLS regressions to the first (n-c)/2 observations and
the last (n-c)/2 observations
Would it be possible to complement gretl menu with this test?
Thank you very much
Raul Gimeno