From svetosch@gmx.net Sat Mar 13 11:53:54 2010
From: Sven Schreiber <svetosch@gmx.net>
To: gretl-devel@gretlml.univpm.it
Subject: Re: [Gretl-devel] restrict parsing problem
Date: Sat, 13 Mar 2010 17:53:42 +0100
Message-ID: <4B9BC316.80501@gmx.net>
In-Reply-To: Pine.A41.4.58.1003121036210.151774@f1n11.sp2net.wfu.edu
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Allin Cottrell schrieb:
> On Fri, 12 Mar 2010, Sven Schreiber wrote:
> 
>> the following mini-script:
>>
>> <script>
>> open denmark
>> ols LRM const LRY IBO IDE
>> restrict
>>     b[LRY]*b[IBO] - 2*b[IDE]*b[LRY] = 0
>> end restrict
>> </script>
>>
>> gives (excerpt):
>>
>>
>> ? restrict
>> ? b[LRY]*b[IBO] - 2*b[IDE]*b[LRY] = 0
>> ? end restrict
>> Restriktion:
>>  b[LRY] - 2*b[IDE] = 0
>>
>> I have now learned how to formulate nonlinear restrictions, so I know
>> the above is wrong, but I still think the
>> parsing is problematic. (Should throw an error instead.)
> 
> OK, it now does so in CVS.
> 
>> Also, I think it's a natural feature request to make the formulation of
>> nonlinear restrictions more intuitive. (I know they are a recent
>> addition and I'm grateful that it's possible at all, so I'm not saying
>> that it's urgent. But I guess I will put it in the feature request
>> tracker because of that.)
> 
> If you do that, please include a detailed design suggestion.
> 

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.

Is this what you had in mind in terms of comment to add in the tracker?

thanks,
sven

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