The following message was posted by user "blbcava" on April 8 on github:
https://github.com/gretl-project/gretl/issues/3
In informed the user that I re-post it here:
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When I run OLS and look at the residual normality test in the model output, it just says:
Test for normality of residual:
Null hypothesis: error is normally distributed
Test statistic: Chi-square(2) = 6.533 [0.0381]
No mention that this is Doornik-Hansen. I spent some time confused because Python's statsmodels gives 6.112 for the same residuals - turns out that's the classical Jarque-Bera, not DH. Same null, same chi²(2), but different statistics.
Looking at the source, the standalone normality command already prints "Doornik-Hansen test" correctly (describe.c ~line 1650). The issue is in the tstrings[] array in gretl_model.c (~line 4183):
{ GRETL_TEST_NORMAL,
N_("Test for normality of residual"),
N_("error is normally distributed") },
Changing the first string to "Doornik-Hansen test for normality of residual" would be enough - no computed values change, just the label. Would make the model output consistent with what normality already prints.
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