[Gretl-users] model selection criteria

Sven Schreiber svetosch at gmx.net
Mon Sep 29 12:15:00 EDT 2014


Am 29.09.2014 um 16:24 schrieb Summers, Peter:
> 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?
> 
>  

Yes I would think the latter, AIC and SC and HQ. But I'm not 100% "in
the know".

-sven



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