#58 more intuitive formulation of nonlinear restrictions

closed
nobody
None
5
2016-03-29
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

Discussion

  • Sven S.

    Sven S. - 2015-11-23

    Perhaps some of this is covered by the function package "waldTest" by Oleh Komashko, but haven't really checked.
    -sven

     
  • Sven S.

    Sven S. - 2016-03-29
    • status: open --> closed
    • Group: --> Next_Release_(example)
     
  • Sven S.

    Sven S. - 2016-03-29

    Indeed the function package "waldTest" by Oleh provides this feature (at least since version 0.4), so I'm closing this request as solved.
    thanks,
    sven

     

Log in to post a comment.