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