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Hey guys, Not sure if I encountered a bug with the scatterplot3d function. Here's the calls I made: s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=40,type="h",main="MRSL ~ LogDist + Diff"); s3d1$plane3d(fitols); s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=130,type="h",main="MRSL ~ LogDist + Diff"); s3d1$plane3d(fitols); s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=210,ty...

Hello to everyone, I have 2 problems and would be very pleased if anyone can help me: 1) When I use the package "systemfit" for SUR regressions, I get two different variance-covariance matrices when I firstly do the SUR regression ("The covariance matrix of the residuals used for estimation") and secondly do the OLS regressions. In the manual for "systemfit" on page

...simulated model with three correlated predictors (X1-X3). I also have an instrument W for X1 Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from the equation). My current approach: library(systemfit) fit2sls <- systemfit(Y~X1,data=data,method="2SLS",inst=~W) fitOLS <- systemfit(Y~X1,data=data,method="OLS") print(hausman.systemfit(fitOLS, fit2sls)) This seems to work fine. However, when I include X2 as a furter predictor, the 2sls-estimation doesn't work. Thanks in advance Holger -- View this message in context: http://r.789695.n4.nabble....

Hi  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 How do I restrict coefficient of X2 in the first equation (say , restrict it to less than  zero). R code Your help is appreciated. Dereje [[alternative HTML version deleted]]

...X1-X3). I also > have an instrument W for X1 > > Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from > the equation). > > My current approach: > > library(systemfit) > > fit2sls <- systemfit(Y~X1,data=data,method="2SLS",inst=~W) > fitOLS <- systemfit(Y~X1,data=data,method="OLS") > print(hausman.systemfit(fitOLS, fit2sls)) > > This seems to work fine. However, when I include X2 as a furter predictor, > the 2sls-estimation doesn't work. > > Thanks in advance > Holger > > -- > View this...