rmatrix.src

没有说明

/*
** rmatrix.src - To Construct Restriction Matrix and Constant
**               Vector for Linear Hypothesis Testing and
**               Restricted Estimation.
** (C) Copyright 1992-1998 by Aptech Systems, Inc.
** All Rights Reserved.
**
** This Software Product is PROPRIETARY SOURCE CODE OF APTECH
** SYSTEMS, INC.    This File Header must accompany all files using
** any portion, in whole or in part, of this Source Code.   In
** addition, the right to create such files is strictly limited by
** Section 2.A. of the GAUSS Applications License Agreement
** accompanying this Software Product.
**
** If you wish to distribute any portion of the proprietary Source
** Code, in whole or in part, you must first obtain written
** permission from Aptech Systems.
**
**  ------------------------------------------
**      procedure             Line
**  ------------------------------------------
**       Rmatrix               18
**      SRmatrix              286
**  ------------------------------------------
**
**> Rmatrix
**
**  Format:  { R,z } = Rmatrix(restrict,varnames);
**
**  Input :  restrict   string, the restriction equations.
**
**                 The syntax of restrict is as follows:
**
**                 restrict = "eqn1, eqn2,... ,eqnJ";
**
**              More than one restriction is allowed provided each is
**              separated by a comma.  Each restriction must be written
**              as a linear equation with all variables in the left hand
**              side and the constant in the right hand side
**              (i.e., x1+ x2 = 1).  Variables shown in each restriction
**              must be variables in the right-hand side of the equation.
**              Restrictions in the "Restrict" argument must be consistent
**              and not redundant otherwise error messages will be given.
**              Note that the corresponding variable names are used to
**              represent the regression parameters.
**
**           varnames    variable names of the regression parameters
**
**  Output:
**           R     the restriction matrix.  If errors are encountered,
**                 it is handled with the low order bit of the trap flag.
**
**                     TRAP 0   terminate with error message
**                     TRAP 1   return scalar error code in R
**
**                 For more details of the TRAP, see the command reference
**                 of the GAUSS manual.  Since the returning error code
**                 appears as a missing, it can be translated with the
**                 command scalerr(R).  Definition of the error codes
**                 is defined as follows:
**
**                     21  mispecification in the restriction string.
**                     22  the restricted equations are inconsistent.
**                     23  the restricted equations are linearly dependent.
**
**           z     the constant vector of the restriction equations.
**
**  Example:
**
**    Suppose you wish to perform a Linear Hypothesis Testing,
**
**             Hypothesis:   Rb = z
**
**    where the R matrix, b, and z vector are as follows:
**
**