[Gretl-users] R: R: R: Restriction on model coefficients
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.
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: martedì 9 febbraio 2016 13:12
A: gretl-users(a)lists.wfu.edu
Oggetto: Re: [Gretl-users] R: R: Restriction on model coefficients
Am 09.02.2016 um 11:43 schrieb Carlo Maria Petrangelo:
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
Please provide a working example of what you mean. For example, this line
cannot really work AFAICS: "b4=[0,0408413/(1-4,17913)](1-b3)-b2"
First there's a missing multiplication sign *, and secondly the comma as
decimal separator is not allowed in scripts.
cheers,
sven
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