[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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