[Gretl-users] non-linear wald test

Riccardo (Jack) Lucchetti r.lucchetti at univpm.it
Wed Sep 10 15:25:00 EDT 2014


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 restrictions but not for the
> third one. How does gretl exactly compute the Delta method in this case?

Well, via a scalar quadratic form, the way it should be :)

No, seriously: I didn't have time to read your code carefully. I just 
opened the hansl script and that "sqrt" thing jumped at my eye! I may have 
some time tomorrow to give it a better look.

-------------------------------------------------------
   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti at univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
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