[Gretl-users] Casewise Diagnostic
Ignacio Diaz-Emparanza
ignacio.diaz-emparanza at ehu.es
Wed Nov 21 07:52:50 EST 2007
El Wednesday 21 November 2007 13:38:52 Sven Schreiber escribió:
>
> Having said that, in PcGive there is a post-estimation feature that
> reports observations with large residuals (per default I think it's 3.5
> standard devs, but it's adjustable). I have used that feature many times
> and maybe it's something to think about for gretl (after 1.6.6 of course).
>
In gretl we have the "Influencial observations" analysis. It is in the model
output menu under the "Tests" item.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
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