I want to ask to you all for another question.
When I restrict the system, gretl puts the coefficient constrained equal to
zero
wage<-system
? equation w 0 w_1 lnGDPdeflator lnGDPdeflator_1 time;0 w_1 w_2 w_3
lnGDPdeflator_1 lnGDPdeflator_2 lnGDPdeflator_3
? end system
? restrict wage
? b4=[0,0408413/(1-4,17913)](1-b3)-b2
? end restrict
Vincolo:
b[1,4] = 0
? estimate wage method=tsls
Why???
Carlo Maria Petrangelo
-----Messaggio originale-----
Da: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] Per conto di Sven Schreiber
Inviato: venerdì 5 febbraio 2016 22:50
A: gretl-users(a)lists.wfu.edu
Oggetto: Re: [Gretl-users] R: Restriction on model coefficients
Am 04.02.2016 um 22:02 schrieb Allin Cottrell:
You can get hold of the restricted estimates by treating it as a
one-equation "system":
I think this workaround should be mentioned somewhere in the tsls
documentation. (Any other estimators with the same pattern here?)
Or, given that gretl already knows how to do it, could the --full option be
somehow enabled for "restrict" after "tsls"?
thanks,
sven
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