Ang. [Gretl-devel] forward selection procedure and foreach loops

[Allin Cottrell]

On Mon, 14 Jan 2008, Sven Schreiber wrote:

> Am 14.01.2008 08:37, andreas.rosenblad at ltv.se schrieb:
> ...
> 
> > 
> > Could you add this example script to the Gretl User's Guide, please?
> > 
> > Andreas
> > 
> 
> If the purpose is to have it available "within" gretl somehow, I 
> would rather suggest to roll up a function package that can then 
> be posted to the server, with a help text, health warning, and 
> all.

I'll try to get around to that.

> IMHO the user guide should only/mostly deal with native gretl 
> features. However, I can also see that possibly having more 
> advanced scripting examples in the user guide could be useful, 
> I'm not sure.

At some point it may be worth adding a chapter to the User's Guide 
on model selection/specification -- or maybe the existing chapter 
19 on Model selection criteria could be extended for this purpose. 
One could deal with omit/add, RESET, LM non-linearity tests and so 
on.  The "foward selection" example would belong there (along with 
a discussion of Hendry's point).  Also perhaps a script example of
testing non-nested alternatives.

If anyone wants to have a go at this, please do!

Allin.