[Gretl-users] nonlinear restriction
First of all: Happy new year to the members of the gretl community!
Some years ago the possibility of testing non-linear restrictions within
the single-equation framework (based on the Delta method) was added. The
help file provides a simple example on this:
<hansl>
function matrix restr (const matrix b)
matrix v = -b[3]/b[2]
return v
end function
open denmark --quiet
ols diff(LRM) 0 LRM(-1) LRY(-1) IBO(-1)
restrict
rfunc = restr
end restrict
</hansl>
The issue I face is given by the fact that I would like to test not only
the restriction -b[3]/b[2] = 0 but also e.g. -b[4]/b[2] = 0 separately.
Atm I have to write down another function
function matrix restr2 (const matrix b)
matrix v = -b[4]/b[2]
return v
end function
if I want to test -b[4]/b[2] = 0.
Is this right or is there an alternative way to obtain a vector of test
results? It would be helpful if one could extend the function by
something like this:
function matrix restr (const matrix b, int pos1, int pos2)
matrix v = -b[pos2]/b[pos1]
return v
end function
Best,
Artur