[Gretl-users] Re: Durbin-Watson statistic and Durbin's h
On 10.11.2020 09:00, Riccardo (Jack) Lucchetti wrote:
In finite samples, the h statistic may be not computable, because it
involves taking the square of a quantity that could be negative. In
those cases, we'd just print out the DW statistic instead of the h
statistic. On closer inspection, Allin and I thought it's better to
print NA instead. The rationale is: printing NA is more informative
than supplying a statistic we know to be invalid in context.
God point!
--
Marcin Błażejowski