#58 more intuitive formulation of nonlinear restrictions

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nobody
None
5
2012-12-02
2010-03-20
Sven S.
No

after a short discussion on the mailing list, saved here so that it isn't forgotten (again, this is not urgent and I'm glad nonlinear restrictions have been enabled at all):

<Allin:> If you do that, please include a detailed design suggestion.

<Sven:> Well correct me if I'm wrong, but constructing the auxiliary restriction
function which returns a zero matrix under the null hypothesis is purely
algorithmic. So if you have a restriction as in the above example,

b[LRY]*b[IBO] - 2*b[IDE]*b[LRY] = 0

it directly translates into:

matrix h0 = b[1]*b[2]-2*b[3]*b[1]

(well the ordering of the coeffs needs to be taken into account of
course) and the rest is already implemented in gretl. And I think it's
completely ok to require that nonlinear restrictions should be given
with a zero on the right-hand side.

thanks,
sven

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