On Fri, 19 Feb 2010, Sven Schreiber wrote:
Allin Cottrell schrieb:
> On Thu, 18 Feb 2010, Sven Schreiber wrote:
>
>> I can't seem to use the new restrict after gmm feature.
>>
>> gmm
>> series e = y - x*beta
>> orthog e ; x
>> weights V
>> params beta
>> end gmm
>>
>> restrict
>> beta = 3
>> end restrict
>
> You must refer to the parameters in the canonical way, as set out
> in the help for "restrict". In this case,
>
> restrict
> b[1] = 3
> end restrict
Hm, ok, but given that here gretl's syntax allows (actually: forces) the
user to specify the names of the parameters, I think those names should
be valid throughout. Maybe b[beta] would be a compromise.
b[beta] works OK. I'll think about how we might permit use of the
original (scalar) parameter names for NLS, MLE and GMM.
Or the use of b[i] is enforced even in the formulation of the
equation (that's what Eviews does [did?]).
That would be too constraining: you couldn't write the equation
using matrix notation.
Allin.