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 [cid:logoimg]
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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 |
