Re: [Gretl-users] accessors for dpanel
On Fri, 18 Jul 2014, Sven Schreiber wrote:
is there a way to store some of the diagnostic output from the
'dpanel'
command? For example, the '$sargan' accessor doesn't work with
'dpanel'.
Other useful retrievals could be the autocorrelation test results.
You can get some more out of dpanel by the trick of treating the last
model as a bundle named "$". This has been mentioned on the list but is
not documented -- and you have to know the names of the variables that
have been "set" on the model internally. We'll have to think about
regularizing this somehow or other. Anyway, for dpanel these will work:
$["sargan"]
$["wald"]
$["AR1"]
$["AR2"]
And with respect to the system variant of dpanel: Perhaps it would
be
useful to automatically test the additional moment conditions, by
comparing the differences-only and the system specification?
OK, anyone want to add that?
Allin