[Gretl-users] Questions re: Chow tests

[Allin Cottrell]

On Thu, 15 Jun 2006, James Wells wrote:

>> Ah, but that possibility reveals a bug: if any collinear auxiliary 
>> regressors are dropped in the test regression, the numerator degrees of 
>> freedom for the test will be reported wrongly.  I'm committing a fix for 
>> this to gretl CVS.
>> 
> Yep, ok. The split creates a perfect collinearity problem with 
> some dummy variables.

The fix for the F-statistic in this case is in a new Windows 
snapshot, at:

http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe

Allin Cottrell