Hello to everyone,
I found some problems using R in the estimation of systems of nonlinear
equations
like SURE (Seemingly Unrelated Regression Equations) with mutual
parameters as the following system example:
EQ1 PQ1=P1*G1+B1*(Y-P1*G1-P2*G2-P3*G3)
EQ2 PQ2=P2*G2+B2*(Y-P1*G1-P2*G2-P3*G3)
where G1,G2,G3,B1,B2 are the coefficients to estimate.
command "nls" accept only single equation nonlinear model formula and
package "systemfit" doesn't allows any nonlinear estimation.
Do you know a solution for this problem?
Thanks for the attention.
Best regards
Andrea Vezzulli
vezzu.andrea at libero.it
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