[Gretl-users] Re: Covariance Matrix with standard errors,
and finding the p-value of the F-statistic when
taking out regressors
Ben
ben at pacificu.edu
Sun Mar 30 14:50:10 EDT 2008
By the way, I found out how to find the p-value of the F-statistic while
writing up the email, so ignore the subject headline. This is a nicely
intuitive program. Sorry for the double-email...
On Sun, Mar 30, 2008 at 11:12 AM, Ben <ben at pacificu.edu> wrote:
> Hi,
>
> I'm an undergrad, just started looking at gretl. It looks amazing; thanks
> a bunch for the work.
>
> I have two minor suggestions.
>
> 1) I noticed you can make a covariance coefficient matrix. Have you
> considered including the standard errors under these, and also using the
> asterisks to mark whether the coefficients are statistically significant at
> some level? Could that be added as an option? That's how Stock and Watson
> seem to present these coefficient matrices, and they also include summary
> statistics at the bottom (SER, R-bar squared, and n).
>
> 2) The output of a least squares regression is somewhat long, and I've
> noticed that I can't selectively copy/paste from it. That's not a big deal
> as I can delete stuff after copying, but overall I wonder why that is, and
> would like to be able to copy/paste selectively. I've noticed that in
> general I can't right-click on these outputs, and I wonder why.
>
> 3) It would also be nice to just output an equation that I could
> copy/paste, or export somehow.
>
> I imagine this is the best open-source stats program around? Can gretl do
> time-series well? How does gretl compare to the commercial software (I've
> used Eviews 4.1 Student Version and SPSS, and both seem terribly clunky).
>
> Thanks,
> Ben Creasy
> Pacific University
>
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