[Gretl-users] Casewise Diagnostic

[Sven Schreiber]

Ignacio Diaz-Emparanza schrieb:
> 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.
>
>
>   
Sometimes it's a bit embarrassing how little I know about gretl's 
capabilities, even though I translated all of them...

Is that available for VARs/VECMs as well? (I should see for myself, but 
don't have time right now, so it's more a bit of a reminder to myself to 
check later...)

-sven