Hi,
I think it is not currently possible to do restricted ML estimation with
the built-in estimators (apart from the special case OLS), otherwise I
would have formulated this as a question and sent to gretl-users
instead. Before someone answers "do your own mle block", I'm aware of
that possibility but that's not the point.
For example in the ordered probit model I have checked that one can test
restrictions on the thresholds (cut points) with a standard "restrict
... end restrict" command block. This raised the question of why
actually it isn't possible (easily...) to impose that restriction in ML
estimation.
Note that the probit is just an example, in principle I guess this would
apply to many (all?) estimators that are built on ML and which already
allow to test a restriction on an element of $coeff.
I could imagine that in some model contexts arbitrarily restricting some
parameter might induce ill-behaved likelihood function shapes. But in
principle it should be OK, no?
Thanks,
sven