On Fri, 18 Jul 2014, Sven Schreiber wrote: > is there a way to store some of the diagnostic output from the 'dpanel' > command? For example, the '$sargan' accessor doesn't work with 'dpanel'. > Other useful retrievals could be the autocorrelation test results.
You can get some more out of dpanel by the trick of treating the last model as a bundle named "$". This has been mentioned on the list but is not documented -- and you have to know the names of the variables that have been "set" on the model internally. We'll have to think about regularizing this somehow or other. Anyway, for dpanel these will work: $["sargan"] $["wald"] $["AR1"] $["AR2"] > And with respect to the system variant of dpanel: Perhaps it would be > useful to automatically test the additional moment conditions, by > comparing the differences-only and the system specification? OK, anyone want to add that? Allin
