similar to: Errors with systemfit package and systemfitClassic()

Dear R users, The authors of the systemfit package have released a new version of this package with substantial enhancements. The systemfit package contains functions for fitting simultaneous systems of linear equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), Weighted Two-Stage Least Squares

Dear R users, The authors of the systemfit package have released a new version of this package with substantial enhancements. The systemfit package contains functions for fitting simultaneous systems of linear equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), Weighted Two-Stage Least Squares

Dear R users, the systemfit package contains functions for fitting systems of simultaneous equations by various estimation methods (e.g. OLS, SUR, 2SLS, 3SLS). Currently version 0.8 of systemfit is available on CRAN. However, shortly we will upload version 1.0, which is NOT BACKWARD COMPATIBLE. The changes that broke backward compatibility were necessary to make systemfit() more similar to

Dear R users, the systemfit package contains functions for fitting systems of simultaneous equations by various estimation methods (e.g. OLS, SUR, 2SLS, 3SLS). Currently version 0.8 of systemfit is available on CRAN. However, shortly we will upload version 1.0, which is NOT BACKWARD COMPATIBLE. The changes that broke backward compatibility were necessary to make systemfit() more similar to

Hi all - I'm on R 2.5.1 for XP. in the systemfit package, the summary is set to print the McElroy's measure of fit unless it's NULL. When the option saveMemory = TRUE, the McElroy isn't included, instead it defaults to NA. Thus I am unable to use summary.systemfit. > library(systemfit) > example(systemfit) > surfit2 <-

Hello, I see on the systemfit manual that you can estimate one-equation IV - I have a variable, and need to test if it's endogeneous, but do not need to estimate a system. Does anyone have any examples of this? Do you just run OLS with the endogenous variable, and then run a Hausmann to test endogeneity of OLS resid. vs. IV resid? Thanks in advance, DM [[alternative HTML

Dear Users, I want to know whether systemfit can solve simultaneous equations using panel data. Regards Arunima [[alternative HTML version deleted]]

How does one specify the weights for WLS in the systemfit command ? That is, there is a weight option in lm(), but there doesn't seem to be weight option for systemfit("WLS") Thanks!

A friend of mine sent me below so I am posting below. If it is not enough information, please just let me know and I will tell him. Thanks. -----Original Message----- Sent: Friday, April 13, 2007 3:58 PM To: Leeds, Mark (IED) Subject: R question I am using the "predict" function after I have done a simultaneous estimation of a system using "systemfit". fitsur is the output

Hey, I want to implement a structural model with the package systemfit with some linear and nonlinear constraints. How to implement linear restrictions is clear. Does anybody know how to set up nonlinear restrictions in the systemfit packages. For example: beta1 = beta2-(beta4/beta6) I look forward to your reply -- View this message in context:

I am new to R, so bear with me if my question is trivial. I ran a system of simultaneous equations with panel data and using the systemfit program, but the results came out by country. I want the results for the entire panel and not by country. What command will I use? Thanks! Belinda [[alternative HTML version deleted]]

Dear Community, does anybody have an idea on how to estimate a system of three seemingly unrelated regressions, two of which being TOBIT and one OLS? Background: I am currently estimating a translog cost function and two corresponding cost share equations using systemfit and the seemingly unrelated regression ("SUR") specification. However, I consider it more appropriate to estimate

I might be sorry for asking this question :-) I have two equations and I tried to estimate them individually with "lm" and "gls", and then in a system (using systemfit) with "OLS", "WLS" and "SUR". Quite surprisingly (for myself at least) the results are identical to the last digit. Could someone (please!) give a hint as to what am I

Hi - I encounter two problems with SystemFit. I have a matrix of 20 variables (380000 observations each). I am trying to fit using "2SLS" in Systemfit because I want to be able to simulate new observations with the resulting model. The first problem I found is that it ran out of memory given that I have 2GB of RAM. How can I circumvent this? Can I do some mixing or bootstrapping with

Hi - I encounter two problems with SystemFit. I have a matrix of 20 variables (380000 observations each). I am trying to fit using "2SLS" in Systemfit because I want to be able to simulate new observations with the resulting model. The first problem I found is that it ran out of memory given that I have 2GB of RAM. How can I circumvent this? Can I do some mixing or bootstrapping with

I use code ( actually its code from vars package and its directly below ) to do a sequence of lm calls and the data I use from the matrix depends on restrictions. for(i in 1:K){ datares <- datasub[, which(x$restrictions[i, ] == 1),drop=FALSE] y <- yendog[, i] lmres <- lm(y ~ -1 + ., data=datares) # x$varresult[[i]] <- lmres # x$resid[, i] <-

I tried unnder R 2.9.0 and R 2.8.1. Both versions failed to install 'systemfit'. I downloaded file 'systemfit_1[1].0-8.zip' to install the package. I am using Windows 2000 service pack 4. The error message is: Error in gzfile(file, "r") : cannot open the connection In addition: Warning message: In gzfile(file, "r") : cannot open compressed file

Hi, I have two products which are substitudes. I try to fix a system as below to mydata. Demand1 = A1 -B1*Price1 + C1*Price2 Demand2 = A2 +B2*Price1 - C2*Price2 I would expect C1 & B2 to be symmetric, If they are truly substitude. How can I enforce this symmetry when creating a system of equations via SystemFit ? -- View this message in context:

  Dear Arne Henningsen,   I send you this message because I have question with regard to systemfit package. I hope you answer to my request.   I estimated a system of equation bu using SUR method. The function summary(xx) gives me summary of estimated equation system. However, this function does not give my the value of the durbin watson statistic  for each one of my equations (to chek for serial

Hi there, I want to estimate simultaneous equation model with panel data. The model looks as follows Y1=a0+a1*X1+a2*X2 Y2=b0+b1*X2+b2*X1 X1=Z1-(Y1/a1) X2=Z2-(Y2/b1) I In this model Y1, Y2, X1 and X2 are endogenous variables; Z1, Z2 are exogenous variables and a0, a1, a2, b0, b1 and b2 are parameters. Could any one please help me how to estimate this model in R. Thanking you in anticipation