[R] extracting and restricting coefficients

Arne Henningsen
2012-10-17T04:41:27Z

Hi Dereje

On 17 October 2012 04:23, Dereje Bacha <d_bacha at yahoo.com>
wrote:
> I want to fit two equations simultaneously
> EQ1<-Y1~X1+X2
> EQ2<-Y2~X1+X2
> eqsystem<-list(Y1HAT=EQ1,Y2HAT=EQ2)
> fitols<-systemfit(eqsystem,
> method="OLS", data=BB)
>
> How do I get coefficients for the first equation? R code

coef(fitols$eq[[1]])

> How do I restrict coefficient of X2 in the first equation
> (say , restrict it to less than  zero). R code

systemfit() can only impose equality constraints.

More information about systemfit is available here:
   http://www.jstatsoft.org/v23/i04/paper
and
   http://www-systemfit.org/

Best regards,
Arne

--
Arne Henningsen