Date: Mon, 24 Jun 2019 10:43:04 -0400 (EDT)
From: Allin Cottrell <cottrell@wfu.edu>
Subject: [Gretl-users] Re: Chow test p-value
To: Gretl list <gretl-users@gretlml.univpm.it>
Message-ID: <alpine.LNX.2.21.1906241040340.11697@robroy>
Content-Type: text/plain; charset=US-ASCII

On Mon, 24 Jun 2019, Sven Schreiber wrote:

> Am 24.06.2019 um 15:01 schrieb Marcelo Duarte:
> >
> > In previous versions of gretl, if I ran a chow test (along a dummy
> > variable) from the tests menu it would print the test statistics and
> > respective p-value.
> > As of now, only an augumented model is returned, and no statistics and
> > p-value.
> >
> > Is there a way to get those?
> >
> > I'm working on win7 64bit with gretl 2019c-git (2019-06-01).
>
> I'm not seeing this problem on gretl 2019b (from May 21st), so if it is
> a bug, it must have been introduced in the ten days after the release of
> 2019b. (Or it's specific to Win7, which I somehow doubt, however.)
> Perhaps you should update to a brand new snapshot, or downgrade to 2019b.

>I just checked an example with current git, and the test statistic and
>p-value were shown OK. They appear underneath the augmented model
>output so in some cases it may be necessary to scroll down to see
>them.

>Allin

Hello again,

I have tried upgrading and downgrading gretl and the same keeps happening.

When I run the Chow test, a new window opens with the augmented model, but in neither appears the statistics and p-value.

The model I'm working on contains lagged independent variables, and, just to get that idea out of my head, I've tried to run it without the laggs: It appeared.

My question may have an obvious answer, but I do not know: Is the chow test sensitive to laggs in independent variables?

Thank you once more,

Marcelo