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

On Wed, 10 Sep 2014, Artur T. wrote: > Thanks for the reply, Riccardo. I am aware of this, but I am a bit > puzzled why it works using gretl's restrict command for this specific > case I described (restricton three). I am wondered why my function > yields the same results for the first two restrictions but not for the > third one. How does gretl exactly compute the Delta method in this case? Well, via a scalar quadratic form, the way it should be :) No, seriously: I didn't have time to read your code carefully. I just opened the hansl script and that "sqrt" thing jumped at my eye! I may have some time tomorrow to give it a better look. ------------------------------------------------------- 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