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gmmRdef

Computes the value for the restrictions in a nonlinear Wald test

CALLING SEQUENCE

fr = gmmRdef(parm,R)

PARAMETERS

Input

• parm = value of the parameters

• R = (s x 1) string vector of restrictions

Output

• fr a (s x 1) vector containing value of the constraints at parm value

DESCRIPTION

Computes the value for the restrictions in a nonlinear Wald test

EXAMPLE

fr = gmmRdef(bet,R); 
// Example taken from gmmNlWald :

AUTHOR

Emmanuel Michaux 2007

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