Re: [Gretl-users] non-linear wald test

On Mon, 1 Sep 2014, Artur T. wrote: > For the first two I obtain exactly the same results using either gretl's > internal function or mine. However, for the third one I obtain an error > as the standard errors of the non-linear long-run coefficients > > lrse = sqrt(qform(fb,vcv)) > > cannot be computed. I don't find the issue. Maybe someone has a solution > to this. The result of qform(fb,vcv) may turn out to be a matrix if fb has more than 1 row. Such a matrix ought to be positive definite, pathological cases aside, but there may be negative entries off the diagonal. In this case, sqrt() returns an error, which triggers all the rest of your problems. HTH, ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users