Dear Gimeo, First of all, this list is mostly for instructors with more difficult questions Step 0 Acquire some knowledge of hansl scripting via User's guide and Hansl primer Step 1 Run help sortby  Ste 2 and 3 run help smpl run help ols For finding p-value run help pvalue < Would it be possible to complement gretl menu with this test? Read Function package guide and do it yourself! It's easy! Oleh 21 грудня 2015, 15:41:53, від "Raul Gimeno" < mrexito(a)vtxmail.ch >: Dear all   Is there a possibility to perform this test manually? Step 1: Rank the observations according to the values to Xi, beginning with the lowest value Step 2: Omit c central observations Step 3: Fit separate OLS regressions to the first (n-c)/2 observations and the last (n-c)/2 observations   Would it be possible to complement gretl menu with this test?   Thank you very much Raul Gimeno _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

Dear Riccardo, 1) incredibly useful example for smpl! Thanks  2) Once I looked through Web course materials    of Pagan: he even do not gives his  own test! White's only A sigh: I can't force my former students to exclude GQ and Glejser's from theirs lessons. They are accustomed to what I tell them in the last century. It seems they are not unique! Oleh 21 грудня 2015, 17:42:13, від "Riccardo (Jack) Lucchetti" < r.lucchetti(a)univpm.it >: On Mon, 21 Dec 2015, Raul Gimeno wrote: For the edification of the youth: <hansl> open mroz87.gdt --quiet list X = WA WE KL6 smpl WW X --no-missing --permanent scalar cutpoint_lo = quantile(WA, 1/3) scalar cutpoint_hi = quantile(WA, 2/3) ols WW 0 X smpl WA<cutpoint_lo --restrict scalar den = $ess / $df scalar df1 = $df ols WW 0 X --quiet smpl WA>=cutpoint_hi --restrict --replace ols WW 0 X --quiet scalar num = $ess / $df scalar df2 = $df smpl full scalar GT = num/den pvalue F df2 df1 GT </hansl> I'd rather not. Nobody uses this test anymore in serious empirical research, and it's rapidly disappearing from textbooks as well. Like Oleh said, you're welcome to submit a function package if you're into antiquities. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

This what I did before your fist message. It uses unnecessary sorting since I still not good with all options of 'smpl' I tested it by calling R-session and using gqtest{lmtest} Oleh P.S. Actually I was not interesting in GQ results but in good using of 'smpl' 21 грудня 2015, 20:59:11, від "Riccardo (Jack) Lucchetti" < r.lucchetti(a)univpm.it >: On Mon, 21 Dec 2015, oleg_komashko(a)ukr.net wrote: Maybe. Except that, now that I look at it again, it's all wrong! :D (the 2nd "ols" command should come straight after the "smpl" command, otherwise "den" and "df1" come from the full-sample ols) ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------