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someone help me with sign restrictions.
Posted: Fri Aug 13, 2010 10:21 am
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
Re: someone help me with sign restrictions.
Posted: Fri Aug 13, 2010 12:21 pm
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.