[Gretl-users] model selection criteria

Summers, Peter psummers at highpoint.edu
Mon Sep 29 10:24:20 EDT 2014


Folks,

What are the 3 "model selection statistics" that Gretl mentions when doing tests omitting variables? I'm guessing adj. R-squared, log-likelihood & AIC, but what about SC & HQ? Or is she referring to the 3 info criteria?

TIA,

PS

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