R help - Oct 2008 - linear expenditure model

Hi,

I would like to estimate a linear expendire with Systemfit package. 
(method: "SUR")

As someone could show me how to define the equations?

Thanks.

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Hi Marie!

On Friday 10 October 2008 12:40:23, Marie Vandresse
wrote:
> I would like to estimate a linear expendire with Systemfit package.
> (method: "SUR")
If I remember correctly, the "linear expenditure system" (LES) is
linear in
income but non-linear in the parameters. Hence, you have to estimate a system 
of non-linear equations. Unfortunately, the nlsystemfit() function in the 
systemfit package that estimates systems of non-linear equations is still 
under development and has convergence problems rather often. Since the 
systemfit() function in the systemfit package that estimates systems of 
linear equations is very reliable [1], I suggest that you choose a demand 
system that is linear in parameters (e.g. the Almost Ideal Demand System, 
AIDS)

[1] http://www.jstatsoft.org/v23/i04
> As someone could show me how to define the equations?
If you use the aidsEst() function in the micEcon package [2], you don't have
to specify the equations of the Almost Ideal Demand System yourself.

[2] http://www.micEcon.org

Best wishes,
Arne

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

As anyone knows how to estimate an almost ideal demand system with 
autoregressive distributed las?

Thanks!

Marie






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