[Gretl-users] Re: GMM non-negativity constraints with --lbfgs option

gretl 2024b. Windows 10 64-bit. Is there a way to impose a non-negativity/positivity constraint on the gmm command for an estimated parameter *when using the --lbfgs option*? I am trying to estimate  variance(scale) parameters of a distribution. The theoretical moment condition is qw^2 + qu^2 = (1/n)sum res^2 (sum of squared residuals estimates the population variance, which is the sum of two separate variances, so we need both qw>0, qu>0). I wrote one of the two related orthogonality conditions as series eq2 = (res2 - (sqrt(qw))^4 - (sqrt(qu))^4 ) *(1/obsn) (obsn = n) . /Without/ the --lbfgs option, it appears that the positivity constraint imposed implicitly through the use of the square root, is respected. But when I include the --lbfgs option in the gmm command, the estimator does not seem to be bothered with the square root any more [...]