[Gretl-users] are TSLS-related tests accessible after estimation?

[Riccardo (Jack) Lucchetti]

On Thu, 31 Jan 2008, Sven Schreiber wrote:

> Hi,
>
> is it possible (in a script) to access the test results from Hausman and 
> Sargan tests after TSLS estimation? Since they are automatically calculated 
> and not after a special test command, it seems that the normal gretl ways 
> ($pvalue and such) don't apply.
>
> If not, I would file a feature request, because the general gretl principle 
> seems to be that all tests should be accessible.

Interesting idea. Would two accessors $hausman and $sargan do? You can 
always compute pvalues via genr (speaking of $sargan, we already have a 
$gmmcrit accessor -- I wonder if the two could be merged).

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

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