[Gretl-users] Behrens-Fisher problem

[Riccardo Jack Lucchetti]

On Thu, June 8, 2006 20:15, Sven Schreiber wrote:
> Allin Cottrell schrieb:
>
>>> ad 1) I would like to see some mention of which assumption/formula is
>>> used in the test output, or make it a user option.
>>
>> Yes, that should be done.
>>
>>> ad 2) This is unfortunate given that the user explicitly choose the
>>> option "do not assume equal variances". The easiest workaround is to use
>>> the asymptotic formula instead and print a warning in the output that
>>> the approximation may be poor due to the sample size.
>>
>> OK, we'll do that.
>>
>
> Thanks a lot! I'm sorry I can't help with those things, but I don't know
> C. (to be honest, nor do I want to know it... ;-)

... and I don't blame you!

But with a little LaTeX, you could summarise this very interesting discussion
in the manual (hint, hint)


Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona