Re: [Gretl-users] non-linear Wald-Test
Hi,
Using the estimated values for the coeffs., test:
(log(b[4])-log(b[2]))-log(b[3])=log(b[2]).
Rick
--------------------------------------------------
From: "artur tarassow" <artur.tarassow(a)googlemail.com>
Sent: Wednesday, August 05, 2009 7:53 PM
To: <gretl-users(a)lists.wfu.edu>
Subject: [Gretl-users] non-linear Wald-Test
Hello again,
is there any possibility to test a restriction of the kind
b[4]/b[2]=b[3]/b[2] using the wald-test?
If I read the manual correctly it does not seem to be implemented. Or
does there exist an alternative to test this kind of restriction?
cheers,
Artur
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