Re: [Gretl-users] maximum like. conditions
On Sun, 29 Nov 2009, Davor Horvatic wrote:
OK, I can confirm this, that code runs now but constraint is not
applied, for example
scalar checka = (alpha>0)
scalar checkb = (beta>0)
scalar checkc = (gamma1>0)
scalar check = checka+checkb+checkc
applied to my model gives
estimate std. error t-ratio p-value
-----------------------------------------------------------
mu 0,000115904 0,00314962 0,03680 0,9706
omega 0,0991130 0,00457944 21,64 7,07e-104 ***
alpha 0,199138 0,0100301 19,85 1,02e-087 ***
beta 0,157351 0,0323213 4,868 1,13e-06 ***
gamma1 -1,78166 2,06923 -0,8610 0,3892
As I think you figured out, the constraint, as written, _is_ in
fact satisfied: by using '+' between the boolean conditions you
are applying a constraint equal to the union (not the
intersection) of the individual components.
Allin Cottrell