Dear all, For some reason testing the linear restriction b[1]=0 (the intercept) does not work. However, it works fine for all remaining coefficients/variables as the following example shows. I am using the current git version on ubuntu. Best, Artur <hansl> set echo off set messages off clear open denmark.gdt -q # DOES WORK: b[2]=0 ols LRM 0 LRM(-1 to -1) LRY(0 to -1) matrix Rmat = zeros(1,nelem($coeff)) Rmat[1,2]=1 matrix qvec = zeros(1,1) Rmat qvec restrict R = Rmat q = qvec end restrict # DOES NOT WORK: b[1]=0 ols LRM 0 LRM(-1 to -1) LRY(0 to -1) --quiet matrix Rmat = zeros(1,nelem($coeff)) Rmat[1,1]=1 matrix qvec = zeros(1,1) Rmat qvec restrict R = Rmat q = qvec end restrict </hansl>

Thanks for the quick fix, Allin. It works fine now. Seems that not many people use/like the Rq version for imposing restrictions :-)