Am 23.10.24 um 08:22 schrieb Riccardo (Jack) Lucchetti:
> On 23/10/2024 06:38, Olasehinde Timmy wrote:
>> I am sorry for jumping into this conversation.
>
> No problem!
>
>> Prof Sven, when are we going to have the non-linear wald test as
>> inbuilt routine in Gretl? I think this would be a good thing to have
>> on the subsequent release of the Gretl.
>
> It's already in, Timmy, and has been for some time. All you have to do
> is write a function with the restriction you want to test. For example:
>
> <hansl>
> open data4-1.gdt
> ols price const sqft bedrms baths
>
> function scalar my_restr(matrix b)
>      ret = b[4] - b[2]*b[3]
>      return ret
> end function
>
> restrict
>      rfunc = my_restr
> end restrict
> </hansl>


Nice, I've also added it here:

https://github.com/gretl-project/material-on-gretl/wiki/Statistics#non-linear-restrictions
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