[Gretl-users] Re: nonlinear restrictions (was ... Re: robust_RESET )
On 23/10/2024 11:52, Sven Schreiber wrote:
But: to be honest, the current interface is a bit lame. The only
actual
information that the user is supplying is the formula "b[4] -
b[2]*b[3]". Everything else is boilerplate hansl code --with very
specific requirements-- that we demand from the user because it could be
said that the interface isn't really complete.
It would be nice if we could just write something like "b[baths] -
b[sqft]*b[bedrms]" (or maybe add "= 0" if you want), and be done. Then
this could also be done in a semi-GUI way, where users can write this
formula in a simple one-liner text field.
It is quite possible that the current limitations we have on what is
possible inside a restrict block are a by-product of the fact that the
restrict block predates our current apparatus for evaluating expressions
(all the machinery in lib/src/geneval.c and friends).
At present, I reckon it wouldn't be difficult to _evaluate_ statements
like "b[4] - b[2]*b[3]" inside a restrict block. The problem is that, in
order to compute the test, you need the Jacobian (ie the derivatives
with respect to b), but I believe we can handle this too.
Maybe we should move this discussion to the devel list?
-------------------------------------------------------
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
-------------------------------------------------------