Hi everybody:
After applying OLS (or another method) to estimate an equation you have the possibility of introducing some lineal restrictions in the model, but in the output of the restricted method Gretl only gives the estimators and little more. It could be possible to have more information (Squared-R, information criteria, ) and a menu similar to the one of the unrestricted model (with tests of heterocedasticity, normality, )? SUR models, for example, give more possibilities (although not all). Cheers Javi
|
Hi everybody: After applying OLS (or another method) to estimate an
equation you have the possibility of introducing some lineal restrictions in
the model, but in the output of the restricted method Gretl only gives the
estimators and little more. It could be possible to have more information (Squared-R,
information criteria,…) and a menu similar to the one of the unrestricted
model (with tests of heterocedasticity, normality,…)? SUR models, for
example, give more possibilities (although not all). Cheers Javi |
