R help - Nov 2008 - Nonlinear restrictions in systemfit

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
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On Thursday 20 November 2008 09:55:03, soetzel wrote:
> 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)
Non-linear restrictions cannot be imposed in the systemfit() function. However, 
they can be imposed when the function nlsystemfit() is used (e.g. by replacing 
all "beta1" by "beta2-(beta4/beta6)"). Unfortunately, the
nlsystemfit()
function is still under development and has convergence problems rather often.
You are invited to help us improving nlsystemfit -- you can get write access to 
the source code on R-Forge ;-)

Best wishes,
Arne

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