[Gretl-devel] RFC: $sigma & co.

Sven Schreiber svetosch at gmx.net
Thu May 1 07:26:07 EDT 2008


Am 01.05.2008 12:54, Riccardo (Jack) Lucchetti schrieb:

> 
> Moreover, we have a slight inconsistency in the way we compute things: 
> $sigma uses the asymptotic formula (ie, E'E over T), while in the 
> displayed equations we use degrees-of-freedom corrected figures for 
> standard errors. I'm not overly bothered by this, but some may. 

What about $sigma in other contexts, is that asymptotic or 
dof-corrected? I think that should be made consistent.

-sven



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