Re: [Gretl-users] R: Restriction on model coefficients
Am 04.02.2016 um 22:02 schrieb Allin Cottrell:
You can get hold of the restricted estimates by treating it as a
one-equation "system":
I think this workaround should be mentioned somewhere in the tsls
documentation. (Any other estimators with the same pattern here?)
Or, given that gretl already knows how to do it, could the --full option
be somehow enabled for "restrict" after "tsls"?
thanks,
sven