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.
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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
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