[R] Non linear SUR estimation

vezzu.andrea@libero.it
Tue, 13 Aug 2002 11:33:05 -0000

TO: r-help at lists.R-project.org
    r-help at stat.math.ethz.ch



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
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._