Re: [Gretl-users] R: Restriction on model coefficients

Il giorno 04 feb 2016, alle ore 21:26, Sven Schreiber <svetosch(a)gmx.net&gt; ha scritto: > Am 04.02.2016 um 19:39 schrieb Carlo Maria Petrangelo: > > Instead, I need that in the estimation of the equation (the one estimated in > point 1), the coefficients would be estimated using the restriction, that is > using the restriction during the estimation. You're right that with tsls the restricted estimates aren't printed; I wasn't aware of this and I don't know why. (It's mentioned in the docs: "If the original model was estimated via OLS then the restricted coefficient estimates are printed;", but that doesn't explain why. Maybe Allin can elaborate.) Similarly with the "--full" option which only applies to OLS (and VECMs, but that's a different story). So you also cannot use the $coeff accessor after the restriction. One not very satisfactory workaround would be to split the two stages of two-stage-least-squares, so that you get the second stage mechanically as OLS where you can retrieve the restricted results. But this is really lame I admit. sorry, sven _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users