Re: [Gretl-users] Problem with linear restriction
On Thu, 24 Apr 2008, t.artur(a)freenet.de wrote:
Hello helpful gretl-community,
I am using gretl 1.7.4 on windows as well as linux.
I tried to impose this restriction:
b1/b2=0
but gretl only tests this one:
b1=0
As explained by "help restrict", gretl's restrict command only
handles linear restrictions. But it's a bug that you didn't get
an error message from the invalid input "b1/b2=0"; we'll fix that.
On the restriction itself: how would you want a test of b1/b2 = 0
to differ from a test of b1 = 0? Regression coefficients have to
be finite.
Allin Cottrell