[Gretl-users] Re: robust_RESET package is replaced (Re: Package updates (September 2024))
On 23/10/2024 06:38, Olasehinde Timmy wrote:
I am sorry for jumping into this conversation.
No problem!
Prof Sven, when are we going to have the non-linear wald test as
inbuilt
routine in Gretl? I think this would be a good thing to have on the
subsequent release of the Gretl.
It's already in, Timmy, and has been for some time. All you have to do
is write a function with the restriction you want to test. For example:
<hansl>
open data4-1.gdt
ols price const sqft bedrms baths
function scalar my_restr(matrix b)
ret = b[4] - b[2]*b[3]
return ret
end function
restrict
rfunc = my_restr
end restrict
</hansl>
A fuller explanation is in the help to the "restrict" command.
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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
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