[Gretl-users] Problem with linear restriction

[Allin Cottrell]

On Thu, 24 Apr 2008, t.artur at freenet.de wrote:

> Hello helpful gretl-community, 
> 
> I am using gretl 1.7.4 on windows as well as linux.
> 
> I tried to impose this restriction:
> 
> b1/b2=0
> 
> but gretl only tests this one:
> 
> b1=0

As explained by "help restrict", gretl's restrict command only 
handles linear restrictions.  But it's a bug that you didn't get 
an error message from the invalid input "b1/b2=0"; we'll fix that.

On the restriction itself: how would you want a test of b1/b2 = 0 
to differ from a test of b1 = 0?  Regression coefficients have to 
be finite.

Allin Cottrell