On Sat, 31 Oct 2009, Henrique wrote:
The theory tells me that b[2] < 0 and b[3] > 0 and I estimate
"n" models,
Model 1: Y = b[1] + b[2]*X1 +b[3]*Z1
Model 2: Y = b[1] + b[2]*X2 +b[3]*Z2
.
.
.
Model n: Y = b[1] + b[2]*Xn +b[3]*Zn
Now I would like to know if it is possible to obtain a list with the
models where the estimated parameters follow the theory (i.e. b[2] < 0
and b[3] > 0).
You can't create a list of models as such, in gretl, but you have
the condition
if $coeff[2] < 0 && $coeff[3] > 0
# do something
endif
The "something" might be saving the model specification as a
string, or saving the ID numbers of the X and Z series as
a row of a matrix, or (in the GUI) re-running the estimation
command so as to save a named model, as in
model$i <- ols ...
Allin Cottrell