[Gretl-devel] source news
cottrell at wfu.edu
Tue Jul 21 17:08:16 EDT 2015
On Tue, 21 Jul 2015, Summers, Peter wrote:
> This all looks great. However, when trying out the new 'vif'
> command, the variance decomposition table is all 0's (both gui and
> console). This is on Windows 7.
> open andy.gdt # in POE4
> ols sales const price advert
Hmm, not sure what's going wrong there. On Linux with current CVS
Belsley-Kuh-Welsch collinearity diagnostics:
--- variance proportions ---
lambda cond const price advert
2.880 1.000 0.001 0.001 0.019
0.116 4.973 0.010 0.012 0.976
0.004 26.660 0.989 0.987 0.006
I'll try testing on Windows tomorrow. This seems an unlikely thing
to work differently across platforms, but maybe the OpenBLAS DLL
I've built for Windows is somehow wonky? Although in that case I'd
expect many things to be seriously wrong, not just the BKW
This is on 64-bit Windows, right?
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