R help - Nov 2012 - Coefficient of determination for non-linear equations system (nlsystemfit)

Hello everyone,

I have estimated system of three linear equations with one non-linear 
restrictions with nlsystemfit. I was wondering how I can calculate the 
R-squared (or some alternative coefficient of determination) for the 
whole system. This is automatically given by linear systemfit but not by 
nlsystemfit. I can get the values for each of the equations separately, 
but apparently not for the whole system.

I'm also wondering why separate equations' objects all appear in 
together with a command like:

nl.system <- nlsystemfit()

nl.system$eq[i]

but e.g. the following produces NULL as the value for the individual 
objects, e.g. R-squared

eq.1 <- nl.system$eq[1]

eq.1$r2

Cheers,

Antti

Dear Antti

On 20 November 2012 10:24, Antti Simola <asimola78 at gmail.com>
wrote:
> I have estimated system of three linear equations with one non-linear
> restrictions with nlsystemfit.
Please read the FAQ at http://www.systemfit.org/
> I was wondering how I can calculate the
> R-squared (or some alternative coefficient of determination) for the whole
> system. This is automatically given by linear systemfit but not by
> nlsystemfit. I can get the values for each of the equations separately, but
> apparently not for the whole system.
You have to do this manually, e.g. by equation (43) in the paper:
   http://www.jstatsoft.org/v23/i04/paper
> I'm also wondering why separate equations' objects all appear in
together
> with a command like:
>
> nl.system <- nlsystemfit()
>
> nl.system$eq[i]
>
> but e.g. the following produces NULL as the value for the individual
> objects, e.g. R-squared
As the "eq" component is a "list" (see documentation), you
must use
double brackets:
   nl.system$eq[[i]]
> eq.1 <- nl.system$eq[1]
>
> eq.1$r2
You can directly use:
   nl.system$eq[[i]]$r2

Best wishes from Copenhagen,
Arne

--
Arne Henningsen
http://www.arne-henningsen.name