[R] how to code a restriction matrix with the following restrictions

2011-04-14 Thread sébastien saegesser
Dear list members, I need to fit a regression with two inequality constraints. I look up in the literature and R archive and found some ways to do it, for example using the ic.infer package. However I do not know how to write in R my constraints. In the package help, it is told that

[R] how to code a restriction matrix with the following restrictions

2011-04-14 Thread sébastien saegesser
Dear list members, I need to fit a regression with two inequality constraints. I look up in the literature and R archive and found some ways to do it, for example using the ic.infer package. However I do not know how to write in R my constraints. In the package help, it is told that I hav

[R] Wald test with inequality constraints

2011-04-06 Thread sébastien saegesser
Dear Helpers, I need to do a spanning test with short sale constraints - so I have to impose and test multiple inequality restrictions to my panel regression model. I looked at several methodologies and for my research the most efficiency methodology is to a Wald test as proposed in: Econometr