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Hi,
when I estimate a model, the coefficients are saved in $coeff, the SEs
in $stderr, but t-ratio and pvalue not in $test and $pvalue.
If I run the modtest command after ols coomand I get values that do not
correspond to the requested ones.
How come?
Thanks,
Paolo
--
Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
Hi Paolo,
can you provide a script example, please? Which gretl version are you using?
Thanks
Artur
Am 02.03.24 um 11:57 schrieb Paolo Chirico:
> Hi,
> when I estimate a model, the coefficients are saved in $coeff, the SEs
> in $stderr, but t-ratio and pvalue not in $test and $pvalue.
> If I run the modtest command after ols coomand I get values that do not
> correspond to the requested ones.
> How come?
>
> Thanks,
> Paolo
>
Am 02.03.2024 um 12:01 schrieb Artur T.:
can you provide a script example, please? Which gretl version are you
using?
In this particular case I don't think that we need to know the gretl
version, but it still wouldn't hurt to know it....
Am 02.03.24 um 11:57 schrieb Paolo Chirico:
> Hi,
> when I estimate a model, the coefficients are saved in $coeff, the
> SEs in $stderr, but t-ratio and pvalue not in $test and $pvalue.
This is
correct. Have you checked the help for the $test and $pvalue
accessors? They have nothing to do with t-ratios. In scripting the
standard t-ratios are easily available as $coeff ./ $stderr.
> If I run the modtest command after ols coomand I get values that
do
> not correspond to the requested ones.
> How come?
How are we expected to answer this, not knowing what "the requested
ones" are, which of the mandatory options you are using with the modtest
command, and what are the values you're seeing?
thanks
sven
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Sven Schreiber