On Thu, 31 Jan 2008, Sven Schreiber wrote: > Hi, > > is it possible (in a script) to access the test results from Hausman > and Sargan tests after TSLS estimation? Since they are automatically > calculated and not after a special test command, it seems that the > normal gretl ways ($pvalue and such) don't apply. > > If not, I would file a feature request, because the general gretl > principle seems to be that all tests should be accessible. Interesting idea. Would two accessors $hausman and $sargan do? You can always compute pvalues via genr (speaking of $sargan, we already have a $gmmcrit accessor -- I wonder if the two could be merged).

On Thu, 31 Jan 2008, Sven Schreiber wrote: > So either make things like $hausman and $sargan matrices with two or > three elements each: test statistic, possibly d.o.f., p-value. In my current source tree, you now have that if you run <script> open denmark tsls 1 0 2 ; 0 3 4 a = $hausman print a </script> you get <output> Model 1: TSLS estimates using the 55 observations 1974:1-1987:3 Dependent variable: LRM Instruments: IBO IDE VARIABLE COEFFICIENT STDERROR T STAT P-VALUE const -7.01705 2.60634 -2.692 0.00710 *** LRY 3.15360 0.437855 7.202 <0.00001 *** [...snip...] Hausman test - Null hypothesis: OLS estimates are consistent Asymptotic test statistic: Chi-square(1) = 101.11 with p-value = 8.69944e-24 [...snip...] ? a = $hausman Generated matrix a ? print a a (1 x 3) 101.11 1.0000 8.6994e-24 </output> Would this be ok? If it is, I'll add $sargan too and submit a patch to Allin for review.