[Gretl-users] maximum like. conditions

Allin Cottrell cottrell at wfu.edu
Sun Nov 29 11:47:51 EST 2009


On Sun, 29 Nov 2009, Davor Horvatic wrote:

> OK, I can confirm this, that code runs now but constraint is not
> applied, for example
>
> scalar checka = (alpha>0)
> scalar checkb = (beta>0)
> scalar checkc = (gamma1>0)
> scalar check = checka+checkb+checkc
>
> applied to my model gives
>
>                 estimate     std. error   t-ratio     p-value
>    -----------------------------------------------------------
>    mu          0,000115904   0,00314962    0,03680   0,9706
>    omega       0,0991130     0,00457944   21,64      7,07e-104 ***
>    alpha       0,199138      0,0100301    19,85      1,02e-087 ***
>    beta        0,157351      0,0323213     4,868     1,13e-06  ***
>    gamma1     -1,78166       2,06923      -0,8610    0,3892

As I think you figured out, the constraint, as written, _is_ in
fact satisfied: by using '+' between the boolean conditions you
are applying a constraint equal to the union (not the
intersection) of the individual components.

Allin Cottrell



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