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