Re: [Gretl-users] menu after applying restrictions (a suggestion)

Javier If you make the substitutions Y3 = Y- X3 X13 = X1-X3 X23 = X2-X3 \ and run the regression of Y3 on X13, X23 and other variables you get confidence intervals for the coefficients on X1 and X2. You can then estimate the coeficient on X3 as 1-X1-X2 and can estimate its standard error manually. Alternatively you could make a second transformation Y1 = Y - X1 X21 = X2 - X1 X31 = X3-X1 and run a similar regression and get the same answers as previously but without any calculations Please forgive this notation which is using for coefficients and variables. I hope that it does not cause confusion Regards John 2011/5/30 Javier García <javigarcia83(a)yahoo.es&gt; -- John C Frain Economics Department Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj@tcd.ie mailto:frainj@gmail.com