Thank you all for the time spending to help me, and I apologize for my
ignorance in econometrics and in gretl use (I have been using it for two
months :-) ).
Yes, no one error came out, but just a value zero for the variable as you
already said.
Now I'm going to try the solution proposed by Professor Cottrell, and in
case of further problems I'm going to send you thee gdt file.
Thank you once again,
Carlo Maria Petrangelo
-----Messaggio originale-----
Da: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] Per conto di Allin Cottrell
Inviato: martedì 9 febbraio 2016 16:16
A: Gretl list
Oggetto: Re: [Gretl-users] R: R: R: Restriction on model coefficients
On Tue, 9 Feb 2016, Carlo Maria Petrangelo wrote:
In which sense a working example?
For now I apply your suggested modifications, thank you!
However, if I put "b4-b2=[0,0408413/(1-4,17913)](1-b3)" instead of "
b4=[0,0408413/(1-4,17913)](1-b3)-b2" it seems better, because it puts
"b4+b2=0" (obviously), and estimate the coefficients without a
predetermined zero value in b4 as it did before.
Please read the documentation for the "restrict" command. When using the
simplest method (which you are attempting) the restriction must take the
form of a linear combination of parameters on the left and a scalar value on
the right.
Putting your restriction into something resembling this form we get
(b4-b2)/(1-b3) = -0.012846691
but since this is nonlinear you actually have to use the "rfunc" form of the
command, as in
function matrix my_restrict (const matrix b)
matrix v = (b[4]-b[2])/(1-b[3]) + 0.012846691
return v
end function
restrict wage
rfunc = my_restrict
end restrict
gretl will then use the delta method to evaluate the test.
Allin Cottrell
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