Re: [Gretl-devel] Restricted estimation in bulti-in ML setups?
Am 11.02.2017 um 10:58 schrieb Riccardo (Jack) Lucchetti:
The problem is that the possibility of going through the above should be
contemplated in the C code, and at present isn't (and believe me, doing
so for all the ML estimators we have would be a major piece of work).
OK, thanks for the information.
Moreover, in the special case of index models, the same effect can
be
achieved more simply, as linear restrictions on coefficients can often
be re-expressed by a redefinition of the explanatory variables; see
example below:
Yeah, but not in the example of restricting the cut points in ordered
probit AFAICS.
As for nonlinear restrictions, things would be even more complex, and
I
don't think there's anything that can be done automatically.
Right, I don't think I was talking or trying to talk about that.
cheers,
sven