[Gretl-devel] different treatment of d.o.f. correction between sd()/sdc() and corr()/mcorr()

Sven Schreiber svetosch at gmx.net
Wed Jul 1 08:24:03 EDT 2015

I noticed that corr() and mcorr() produce the same results, but sd() and 
sdc() seem to use different divisors. This "diff-in-diff" seems to me a 
bit arbitrary, or is there some background story? Otherwise I'd say the 
functions should all use the same convention. (which one I don't care)



open denmark

ols LRM const LRY IDE

list lall = LRM LRY IDE
matrix mcr = mcorr({lall})
print mcr

matrix msd = sdc({lall})
print msd

loop foreach i lall
   c = corr(LRM, lall.$i)
   print c
   s = sd(lall.$i)
   print s

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