Scott said:
> car::deltaMethod I said: > I just gave a quick look and searched about delta method, but I can't > see how it would help in testing the restrictions above. Actually it seems that it should be the way to go: I just noticed under the EViews Wald test window the message "Delta method computed using analytic derivatives. " Anyway, I wonder if there's some easier way to do it. Best, Chris ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.