Likelihood ratio test
Posted: Sat Aug 29, 2009 4:44 pm
hi,
I have a estar model and have to check whether restriction conditions are met or not. Enders manual has the following code:
ratio(degrees=df, mcorr=c, other options) start end
# series containing the residuals from the unrestricted system
# series containing the residuals from the restricted system
My p=2 ( lag length) and delay parameter d=1 and have only one series . what is the unrestricted system and restricted system. Could somebody guide me with code please.
thank you
I have a estar model and have to check whether restriction conditions are met or not. Enders manual has the following code:
ratio(degrees=df, mcorr=c, other options) start end
# series containing the residuals from the unrestricted system
# series containing the residuals from the restricted system
My p=2 ( lag length) and delay parameter d=1 and have only one series . what is the unrestricted system and restricted system. Could somebody guide me with code please.
thank you