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La Regressione Multipla - DSE

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Alcuni software, GRETL incluso, ci permettono di<br />

verificare direttamente vincoli sui coefficienti.<br />

Esempio:<br />

TestScorei = β0 + β1STRi + β2Expni + β3PctELi + ui<br />

Usando Gretl, se β1 = β2,, si ha che β1-β2=0<br />

Restrict<br />

b1 – b2 =0<br />

end restrict<br />

38

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