Am 23.10.24 um 08:22 schrieb Riccardo (Jack) Lucchetti:
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>
Nice, I've also added it here:
https://github.com/gretl-project/material-on-gretl/wiki/Statistics#non-li...