From cottrell@wfu.edu Mon Nov 15 15:12:07 2010
From: Allin Cottrell <cottrell@wfu.edu>
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: <Pine.A41.4.58.1011151447460.262612@f1n11.sp2net.wfu.edu>
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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:

<script>
open data4-1
ols 1 0 2 3 4
outfile restrict.txt --write
restrict
  b3 - b4 = 0
end restrict
outfile --close
string s = readfile("restrict.txt")
matrix b = zeros(4,1)
scalar bi
loop i=1..4 -q
  if (i == 1)
    s = strstr(s, "const")
  else
    s = strstr(s, "\n") + 3
  endif
  s = strstr(s, " ")
  sscanf(s, "%lf", &bi)
  b[i] = bi
endloop
printf "\n%10.6g\n", b
</script>

Allin Cottrell

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From lee.adkins@okstate.edu Mon Nov 15 15:33:58 2010
From: Lee Adkins <lee.adkins@okstate.edu>
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: <AANLkTinfpxFWbiGLX0CWRWx05aC8493hRhYsjB+bG29Z@mail.gmail.com>
In-Reply-To: Pine.A41.4.58.1011151447460.262612@f1n11.sp2net.wfu.edu
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