someone help me with sign restrictions.

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karl5914
Posts: 5
Joined: Fri Aug 21, 2009 5:32 am

someone help me with sign restrictions.

Unread post by karl5914 »

I just want to restrict my parameters smaller than 0 as a test whether the parameter is smaller than 0, I am just wondering if some one can help me with this. Thanks
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: someone help me with sign restrictions.

Unread post by TomDoan »

In what situation? Linear model? Non-linear? If you're just interested in testing, the usual way to handle that is to estimate unrestricted, then restrict the parameters of interest to zero as a Wald test or LR test.
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