[R] Testing general hypotheses on regression coefficients

bonsxanco bonsxanco at yahoo.com
Sat Sep 6 13:07:23 CEST 2014

Scott said:

> car::deltaMethod

I said:

> I just gave a quick look and searched about delta method, but I can't
> see how it would help in testing the restrictions above. 

Actually it seems that it should be the way to go: I just noticed under the EViews Wald test window the message "Delta method computed using analytic derivatives.

Anyway, I wonder if there's some easier way to do it.



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