Re: [Gretl-users] non-linear wald test
Am 10.09.2014 um 20:54 schrieb Artur T.:
Thanks for the reply, Riccardo. I am aware of this, but I am a bit
puzzled why it works using gretl's restrict command for this specific
case I described (restricton three). I am wondered why my function
yields the same results for the first two restrictions but not for the
third one. How does gretl exactly compute the Delta method in this case?
Artur
I don't yet see any contradiction to what Jack said: For your data
constellation it could be that the negative off-diagonal entries only
happen for the third restriction. So you could have been just lucky that
your approach worked at all, but just in some cases.
I kind of suspect that you're taking the square root "too early".
cheers,
sven