Re: [Gretl-users] R: R: Restriction on model coefficients
Am 09.02.2016 um 11:43 schrieb Carlo Maria Petrangelo:
I want to ask to you all for another question.
When I restrict the system, gretl puts the coefficient constrained equal to
zero
wage<-system
? equation w 0 w_1 lnGDPdeflator lnGDPdeflator_1 time;0 w_1 w_2 w_3
lnGDPdeflator_1 lnGDPdeflator_2 lnGDPdeflator_3
? end system
? restrict wage
? b4=[0,0408413/(1-4,17913)](1-b3)-b2
? end restrict
Vincolo:
b[1,4] = 0
? estimate wage method=tsls
Please provide a working example of what you mean. For example, this
line cannot really work AFAICS: "b4=[0,0408413/(1-4,17913)](1-b3)-b2"
First there's a missing multiplication sign *, and secondly the comma as
decimal separator is not allowed in scripts.
cheers,
sven