/usr/share/gretl/scripts/misc/restrict.inp is in gretl-common 2016a-1.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 | # Illustrations of use of the "restrict" command
open data4-10
# initial OLS
ols 1 0 2 3 4 5
# Evaluate two zero restrictions
restrict --quiet
b[4] = 0
b[5] = 0
end restrict
# Equivalent: use the "omit" command
omit 4 5
# Now try a test for equality of coefficients
ols 1 0 2 3 4 5
restrict --quiet
b[4] - b[5] = 0
end restrict
# Manual equivalent to the above...
scalar essu = $ess
scalar dfu = $df
series vsum = WHITE + ADMEXP
ols 1 0 2 3 vsum
scalar essr = $ess
scalar Fval = (essr - essu)/(essu/dfu)
pvalue F 1 dfu Fval
# Try testing for sum of coefficients
ols 1 0 2 3 4 5
restrict --quiet
b[WHITE] + b[ADMEXP] = 0
end restrict
# Alternative method (t-test)
coeffsum WHITE ADMEXP
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