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
I have collected my RSS0 and RSS1 (matrices
of RSS) from my system of equations.
I define some parameters to compute the F
Frao test is specified as following:
Then, I'm in trouble with the commands
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
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