[Gretl-users] Accessing Breusch-Pagan test stats after RE
Hi,
I could not find any possibility to access the Breusch-Pagan test results
(on the variance of the unit-specific error) after estimating a
random-effects model.
Wouldn't it make sense to activate the "modtest --breusch-pagan" command
for RE-estimation in this case?
Artur
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