From cottrell@wfu.edu Mon Nov 15 15:12:07 2010 From: Allin Cottrell To: gretl-devel@gretlml.univpm.it Subject: Re: [Gretl-devel] Accessor for restricted estimates Date: Mon, 15 Nov 2010 15:12:06 -0500 Message-ID: In-Reply-To: =?utf-8?q?27801=5F1289844069=5FoAFI18Vs007989=5FAANLkTims1+kKzt?= =?utf-8?q?yKsQAJzgE1CjaHcXY=5F1TBeYFDXUxsN=40mail=2Egmail=2Ecom?= MIME-Version: 1.0 Content-Type: multipart/mixed; boundary="===============7040156542711016265==" --===============7040156542711016265== Content-Type: text/plain; charset="utf-8" Content-Transfer-Encoding: 7bit On Mon, 15 Nov 2010, Lee Adkins wrote: > Is there an accessor for restricted estimates after a restrict > statement? After ols the restricted regression runs by default, > but I can't figure out how to access the restricted estimates. > BTW, my goal here is to shrink unrestricted estimates toward the > restricted. Right now there's no such accessor. One possibility would be to generalize the "--full" option to restrict, which is currently available only for VECMs. This replaces the "last model" with the restricted estimates, so that the $coeff accessor can be used. At present if you want to get the restricted estimates from OLS programmatically you'd have to use gretl's string-handling functions (which would get you the coefficients to 6 significant digits), as in: Allin Cottrell --===============7040156542711016265==-- From lee.adkins@okstate.edu Mon Nov 15 15:33:58 2010 From: Lee Adkins To: gretl-devel@gretlml.univpm.it Subject: Re: [Gretl-devel] Accessor for restricted estimates Date: Mon, 15 Nov 2010 14:33:54 -0600 Message-ID: In-Reply-To: Pine.A41.4.58.1011151447460.262612@f1n11.sp2net.wfu.edu Content-Type: multipart/mixed; boundary="===============0956073756601430259==" --===============0956073756601430259== Content-Type: text/html Content-Transfer-Encoding: base64 Content-Disposition: attachment; filename="attachment.html" MIME-Version: 1.0 SG1tbW0gLi4uIEkgdGhpbmsgd2hhdCBJIG1heSBkbyBpcyBjcmVhdGUgdGhlIGNvZWZmaWNpZW50 IG1hdHJpY2VzIFIsIHKgIGZvciB0aGUgbGluZWFyIGNvbWJpbmF0aW9uIFJiLXIgYW5kIGp1c3Qg 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