On Mon, 28 Sep 2020, Filipe Costa wrote:
Dear Gretl users,
I was trying to retrieve some data from an estimated model but I'm not sure
that's possible.
An example:
<hansl>
open australia.gdt
# simple ols model
ols E 0 PAU PUS
# scalars for the coefficients
coef1 = $coeff[1]
coef2 = $coeff[2]
# scalars for the standard errors
stderr1 = $stderr[1]
stderr2 = $stderr[2]
</hansl>
Is it possible to retrieve data for the test statistic and p-value
for the independent variables like I do for the coefficient and
standard error estimations?
Not as such, but it's straightforward to reconstruct those values
given $coeff and $stderr.
tstat1 = coef1 / stderr1
# P-value for two tailed test
pval1 = 2 * pvalue(t, $df, abs(tstat1))
Allin
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