Recent changes to 58: more intuitive formulation of nonlinear restrictionshttp://sourceforge.net/p/gretl/feature-requests/58/Recent changes to 58: more intuitive formulation of nonlinear restrictionsenSat, 20 Mar 2010 13:36:02 -0000more intuitive formulation of nonlinear restrictionshttp://sourceforge.net/p/gretl/feature-requests/58/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,
svenSven S.Sat, 20 Mar 2010 13:36:02 -0000http://sourceforge.net28e796386864094c7b615188f249455efe998f15