[Gretl-users] Re: Wald test

Am 18.08.2020 um 15:12 schrieb Dhanasekaran Kuppusamy: Indeed Oleh has a package which covers a lot of cases, but for 95% of applications the native/built-in restriction Wald tests are just fine and should be used. This is a quite basic question and so initially I wanted to tell you to read the documentation. But I have to admit that the plain case of testing a standard (linear) restriction in a standard (OLS) regression doesn't really seem to be covered in the user guide. (Everybody please correct me if I'm missing something.) So: In the estimation output window go to Test - Linear Restriction. The resulting window looks a little empty, but it has a help button with some explanations behind it. Further help can be found in the command reference for the 'restrict' command block. You might also try other help sources such as Lee Adkins' ebook. I'm wondering whether we could beef up the interface to basic restrictions, but that's a different topic... If you have further questions, please be more specific about your equation and how exactly your tested restriction looks. cheers sven