Re: [Gretl-users] model selection criteria
Am 29.09.2014 um 16:24 schrieb Summers, Peter:
Folks,
What are the 3 “model selection statistics” that Gretl mentions when
doing tests omitting variables? I’m guessing adj. R-squared,
log-likelihood & AIC, but what about SC & HQ? Or is she referring to the
3 info criteria?
Yes I would think the latter, AIC and SC and HQ. But I'm not 100% "in
the know".
-sven