Dear Gretl users, I have to test the linearity vs non-lineraity of my system. To doing that, I'm using the Rao test, as in Terasvirta (2013). I have collected my RSS0 and RSS1 (matrices of RSS) from my system of equations. I define some parameters to compute the F Rao test scalar s=((cdZ^2*p^2-4)/(p^2+cdZ^2-5))^1/2 scalar a=126-cdX-(1/2)*(p+cdZ+1) scalar z1=((a*s-(1/2)*cdZ*p+1)/(cdZ*p)) scalar z2=(a*s-(1/2)*cdZ*p+1) Frao test is specified as following: scalar Frao=(((abs(RSS1)/abs(RSS2))^1/s)-1)*z1 Then, I'm in trouble with the commands because, Problem 1: Frao is a matrix yet! Problem 2: Then, I have to compute an F test with F(12,412). I think is it not correct the following command: genr pv= pvalue(X,df,Frao) Qestions: Can somebody understand why Frao is a matrix yet? How I can perform an F test con pvalue? Thanks a lot Valentina