RESTRICT Options

The following options are available for both RESTRICT and MRESTRICT.

Options for Hypothesis Testing

FORM=F/CHISQUARED

determines the form of test statistic used. RATS can normally select the appropriate form by default based on estimation technique used last. You can use the FORM option to manually select a distribution if you have made changes to the regression, such as altering the %XX matrix, that require a different distribution.

PRINT/NOPRINT

By default, RESTRICT and MRESTRICT produce only the standard errors and t-statistics. If you use the PRINT option, RATS prints the restricted coefficient vector in a table with the label, lag and coefficient, but without standard errors and t-statistics. If you use NOPRINT explicitly, RATS suppresses all output.

TITLE="title for output" [none]

You can use the TITLE option to include information in the output to identify what is being tested.

Options for Restricted Regressions

CREATE/[NOCREATE]

REPLACE/[NOREPLACE]

CREATE does the restricted regression. REPLACE is an alternative to CREATE—it computes the restricted coefficients and covariance matrix, but does not print output or compute residuals as the CREATE option does. This is most useful when doing restrictions on systems of equations (SUR) since (M)RESTRICT(CREATE) can only print single equations.

[PRINT]/NOPRINT

VCV/[NOVCV]

When you use these with CREATE, they perform the same task as they do for LINREG: controlling the printing of the regression results and covariance-correlation matrix of coefficients, respectively.

FORM=F/CHISQUARED

As described above.

UNRAVEL/[NOUNRAVEL]

UNRAVEL causes a substitution for ENCODEd variables. This is one of the two steps in the other method of restricted regression.

DEFINE=(output) equation to define

FRML=(output) FRML to define

Respectively, these define an equation and a formula from the results.

COEFF=(output) VECTOR for restricted coefficients [unused]

COVMAT=(output) SYMMETRIC matrix for restricted covariance matrix [unused]

You can use these options to save the restricted coefficient and/or covariance arrays. The REPLACE option is equivalent to the pair of options COEFF=%BETA and COVMAT=%XX.