Re: [R] Testing general hypotheses on regression coefficients

2014-09-13 Thread bonsxanco
On Monday, September 8, 2014 6:46 PM, Greg Snow <538...@gmail.com> wrote: > [very good suggestions] Thank you Greg for dedicating some time to my problem and giving advice on how I can tackle the issue. It is very appreciated. Unfortunately I think I will use another program for my original pro

Re: [R] Testing general hypotheses on regression coefficients

2014-09-13 Thread bonsxanco
On Sunday, September 7, 2014 5:47 PM, peter dalgaard wrote: > On 06 Sep 2014, at 12:24 , bonsxanco wrote: > > >> > >> 1) 8th grade algebra tells me B2/B1 == 0 <==> B2 =0; > > > > EViews (econometrics program) doesn't have the same opinio

Re: [R] Testing general hypotheses on regression coefficients

2014-09-06 Thread bonsxanco
Scott said: > car::deltaMethod I said: > I just gave a quick look and searched about delta method, but I can't > see how it would help in testing the restrictions above. Actually it seems that it should be the way to go: I just noticed under the EViews Wald test window the message "Delta met

Re: [R] Testing general hypotheses on regression coefficients

2014-09-06 Thread bonsxanco
Hi. First of all, thanks to all who have replied. > 1) 8th grade algebra tells me B2/B1 == 0 <==> B2 =0; EViews (econometrics program) doesn't have the same opinion: Wald test on my real model (edited): * H0: B3/B2 = 0 -> F-stat = 37.82497 * H0: B3 = 0-> F-stat = 16.31689 > 2) I suspect