Hello again,
is there any possibility to test a restriction of the kind
b[4]/b[2]=b[3]/b[2] using the wald-test?
If I read the manual correctly it does not seem to be implemented. Or
does there exist an alternative to test this kind of restriction?
cheers,
Artur
Hi,
last year the non-linear Wald-Test was implemented. The following
example is given:
function restr (matrix *b)
matrix ret = b[1]/b[2] - b[4]/b[5]
return matrix ret
end function
open data4-10
ols 1 0 2 3 4 5
restrict
rfunc = restr
end restrict
But running this script yields the error
Dear gretl users,
I want to run a Wald test on long-run parameter symmetry based on an
ARDL model. For this I can apply gretl's internal function which is
documented in the help file. However, to be a bit more flexible I
programmed a function which does exactly what is expected, yielding the
same
Hi,
Using the estimated values for the coeffs., test:
(log(b[4])-log(b[2]))-log(b[3])=log(b[2]).
Rick
--
From: "artur tarassow"
Sent: Wednesday, August 05, 2009 7:53 PM
To:
Subject: [Gretl-users] non-linear Wald-Test
> Hello again,
That looks like b[4]=b[3] to me
P.
artur tarassow a écrit :
> Hello again,
>
> is there any possibility to test a restriction of the kind
> b[4]/b[2]=b[3]/b[2] using the wald-test?
> If I read the manual correctly it does not seem to be implemented. Or
> does there exist an alternative to test th
On Thu, 6 Aug 2009, artur tarassow wrote:
> is there any possibility to test a restriction of the kind
> b[4]/b[2]=b[3]/b[2] using the wald-test?
> If I read the manual correctly it does not seem to be implemented. Or
> does there exist an alternative to test this kind of restriction?
Assuming yo
On Wed, 5 Aug 2009, Allin Cottrell wrote:
> On Thu, 6 Aug 2009, artur tarassow wrote:
>
> > is there any possibility to test a restriction of the kind
> > b[4]/b[2]=b[3]/b[2] using the wald-test?
> > If I read the manual correctly it does not seem to be implemented. Or
> > does there exist an alte
On Wed, 5 Aug 2009, Allin Cottrell wrote:
>> If the original model was estimated via OLS, the restricted one
>> could be estimated via NLS.
An alternative which does away with NLS and the associated potential
convergence problems is a Wald-type test, that is, a simple application
of the delta m
On Thu, 6 Aug 2009, Riccardo (Jack) Lucchetti wrote:
> On Wed, 5 Aug 2009, Allin Cottrell wrote:
>
> >> If the original model was estimated via OLS, the restricted one
> >> could be estimated via NLS.
>
> An alternative which does away with NLS and the associated potential
> convergence problems i
On Thu, 6 Aug 2009, Allin Cottrell wrote:
> On Thu, 6 Aug 2009, Riccardo (Jack) Lucchetti wrote:
>
>> On Wed, 5 Aug 2009, Allin Cottrell wrote:
>>
If the original model was estimated via OLS, the restricted one
could be estimated via NLS.
>>
>> An alternative which does away with NLS and
Follow-up in regard to Jack's nice presentation of the delta
method for testing nonlinear restrictions.
This is not documented yet (nor finalized, if people have good
suggestions for changes) but in CVS we have the following option
for the "restrict" command:
restrict
rfunc =
end restrict
Tha
Hi,
Is there any command in gretl to obtained grouped descriptive statistics
based on a dummy or a discrete variable (without passing through "smpl
--restrict" command) ?
best,
artur
On Fri, 7 Aug 2009, artur bala wrote:
> Hi,
> Is there any command in gretl to obtained grouped descriptive statistics
> based on a dummy or a discrete variable (without passing through "smpl
> --restrict" command) ?
open mroz87
summary WA --by=LFP
Riccardo (Jack) Lucchetti
Dipartimen
Am 07.08.2009 17:45, Allin Cottrell schrieb:
> Follow-up in regard to Jack's nice presentation of the delta
> method for testing nonlinear restrictions.
>
> This is not documented yet (nor finalized, if people have good
> suggestions for changes) but in CVS we have the following option
> for the "
On Sat, 8 Aug 2009, Sven Schreiber wrote:
> Am 07.08.2009 17:45, Allin Cottrell schrieb:
> > Follow-up in regard to Jack's nice presentation of the delta
> > method for testing nonlinear restrictions.
> >
> > This is not documented yet (nor finalized, if people have good
> > suggestions for chang
On Sat, 8 Aug 2009, Allin Cottrell wrote:
> On Sat, 8 Aug 2009, Sven Schreiber quoted:
> > > That is, you can use the keyword "rfunc" to indicate that you're
> > > giving a constraint function rather than explicit statement of a
> > > restriction. As in Jack's script, this function should take a
Am 09.08.2009 19:47, Allin Cottrell schrieb:
>
> This is linked to a general modification of the effect of the
> "const" qualifier for matrix arguments: if you promise not to
> modify a matrix argument then you get the matrix "directly", not a
> copy. That is, it's the same, speed-wise, as passi
On 03-10-2010, at 17:24, artur tarassow wrote:
> Hi,
>
> last year the non-linear Wald-Test was implemented. The following
> example is given:
>
>
> function restr (matrix *b)
> matrix ret = b[1]/b[2] - b[4]/b[5]
> return matrix ret
> end function
>
> open data4-10
> ols 1 0 2 3 4 5
> restr
Am 03.10.2010 18:14, schrieb Berend Hasselman:
>
> On 03-10-2010, at 17:24, artur tarassow wrote:
>
>> Hi,
>>
>> last year the non-linear Wald-Test was implemented. The following
>> example is given:
>>
>> function restr (matrix *b) matrix ret = b[1]/b[2] -
>> b[4]/b[5] return matrix ret end
On Sun, 3 Oct 2010, Berend Hasselman wrote:
> On 03-10-2010, at 17:24, artur tarassow wrote:
>
> > Hi,
> >
> > last year the non-linear Wald-Test was implemented. The following
> > example is given:
> >
> >
> > function restr (matrix *b)
> > matrix ret = b[1]/b[2] - b[4]/b[5]
> > return matrix
On Sun, 3 Oct 2010, Sven Schreiber wrote:
> Am 03.10.2010 18:14, schrieb Berend Hasselman:
> > According to the Gret reference manual (gretl 1.9.1,page 47) the
> > function restr should be declared as
> >
> > function restr (const matrix b)
> >
> Actually I think the new function style would be
>
Thank you Allin, Sven and Berend for the responses.
Your suggestions helped me to solve the issue.
Cheers,
Artur
2010/10/3 Allin Cottrell :
> On Sun, 3 Oct 2010, Sven Schreiber wrote:
>
>> Am 03.10.2010 18:14, schrieb Berend Hasselman:
>> > According to the Gret reference manual (gretl 1.9.1,page
On Mon, 1 Sep 2014, Artur T. wrote:
> For the first two I obtain exactly the same results using either gretl's
> internal function or mine. However, for the third one I obtain an error
> as the standard errors of the non-linear long-run coefficients
>
> lrse = sqrt(qform(fb,vcv))
>
> cannot be com
Thanks for the reply, Riccardo. I am aware of this, but I am a bit
puzzled why it works using gretl's restrict command for this specific
case I described (restricton three). I am wondered why my function
yields the same results for the first two restrictions but not for the
third one. How does gret
On Wed, 10 Sep 2014, Artur T. wrote:
> Thanks for the reply, Riccardo. I am aware of this, but I am a bit
> puzzled why it works using gretl's restrict command for this specific
> case I described (restricton three). I am wondered why my function
> yields the same results for the first two restric
Ah ok, this might be a good hint. I'll check this out.
Artur
Am 10.09.2014 um 21:25 schrieb Riccardo (Jack) Lucchetti:
> On Wed, 10 Sep 2014, Artur T. wrote:
>
>> Thanks for the reply, Riccardo. I am aware of this, but I am a bit
>> puzzled why it works using gretl's restrict command for this sp
Am 10.09.2014 um 20:54 schrieb Artur T.:
> Thanks for the reply, Riccardo. I am aware of this, but I am a bit
> puzzled why it works using gretl's restrict command for this specific
> case I described (restricton three). I am wondered why my function
> yields the same results for the first two rest
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