Re: [Gretl-users] Questions re: Chow tests
On Thu, 15 Jun 2006, James Wells wrote:
> Ah, but that possibility reveals a bug: if any collinear
auxiliary
> regressors are dropped in the test regression, the numerator degrees of
> freedom for the test will be reported wrongly. I'm committing a fix for
> this to gretl CVS.
>
Yep, ok. The split creates a perfect collinearity problem with
some dummy variables.
The fix for the F-statistic in this case is in a new Windows
snapshot, at:
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
Allin Cottrell