[Gretl-users] Bartletts Test for Homogeanity of Variances

[Riccardo (Jack) Lucchetti]

On Thu, 11 Oct 2007, Allin Cottrell wrote:

> In case it's helpful, I'm putting below a script that solves a
> simpler but related problem, namely printing an F-test for the
> hypothesis that the variance is the same, for some given variable,
> in the first and second halves of the sample.  A couple of
> comments follow.
>
> <gretlscript>
>
> function vfun (series y)
>  set messages on
>  set echo on
>  scalar n2 = $nobs/2
>  smpl ; -n2
>  n1 = $nobs - 1
>  v1 = var(y)
>  smpl --full
>  smpl +n2 ;
>  n2 = $nobs - 1
>  v2 = var(y)
>  printf "v1 = %g, v2 = %g\n", v1, v2
>  Ft = (v1 > v2)? v1/v2 : v2/v1
>  pval = pvalue(F, n1, n2, Ft)
>  printf "F(%d,%d) = %g, p-value %g\n", n1, n2, Ft, pval
>  return scalar pval
> end function

[ ... ]

>
> (2) Unfortunately there's an annoying bug in smpl, whereby a "-"
> indicating retard-the-sample-end-or-start gets confused with the
> "-" that precedes an option flag.  The form I used above, "-n2",
> happens to be a lucky string that doesn't trigger the problem.
>
> (I think the solution to this is to insist that the options to
> smpl be given in their full form, with two dashes.  I'll fix that
> for gretl 1.6.6.)

Bug or feature?

I personally like the short form for options, and I'm a bit wary of 
"exceptions". I'd keep things as they are now and use a string 
substitution trick instead, as in

sprintf foo "-%d", $nobs/2
smpl ; @foo



Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti