[Gretl-users] pvalue

Stefano Fachin stefano.fachin at uniroma1.it
Fri Jul 22 09:14:36 EDT 2016


dear all,
I run into an unexpected behaviour of the "pvalue" utility, which crashes
if required to compute the pvalue of a very small number using a Chi square
with a large number of degrees of freedom. For instance, setting 227
degrees of freedom the pvalue is computed only for numbers larger than
about 0.165. For lower values the reply is "impossible to compute the
pvalue" in the GUI and "NA" in a batch script (v. 2016b, 2016-04-14) Of
course, nobody in his right mind will knowingly want to compute such a
pvalue, but when running in a script it may happen and the NA output does
not look good.
thanks!
Stefano


-- 

____________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
Università di Roma "La Sapienza"
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax  +39-06-49910072
web http://stefanofachin.site.uniroma1.it/ <http://w3.uniroma1.it/fachin/>
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