Displaying 6 results from an estimated 6 matches for "fitsur".
2011 Jun 28
2
How do I output all the R-squares of an SUR? summary(fitSUR$eq[[1:4]])$r.squared does not work
Greetings R Users,
I have a system of equations for which I would like to output all the
R-squares. Assume there are four equations in my system, the only way I
found to output all the R-squares is by calling them out one by one as this:
summary(fitSUR$eq[[1]])$r.squared
summary(fitSUR$eq[[2]])$r.squared
summary(fitSUR$eq[[3]])$r.squared
summary(fitSUR$eq[[4]])$r.squared
But isn't there a way of making this automatic, for example, something more
along the way of
summary(fitSUR$eq[[1:4]])$r.squared ?
The above does not work, by the way.
I...
2009 Aug 18
3
R formula
Hi
I was trying to estimate simultaneous equation system in R using systemfit.
I used the following commands
>library(systemfit)
> data(Kmenta)
> attach(Kmenta)
>eqDemand<-consump~price+income
> eqSupply<-consump~price+farmprice+trend
> fitsur<-systemfit("SUR",list(demand=eqDemand, supply=eqSupply))
and got the following error messege
Error in systemfit("SUR", list(demand = eqDemand, supply = eqSupply)) :
argument 'formula' must be an object of class 'formula' or a list of objects
of class 'for...
2004 Nov 29
3
systemfit - SUR
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
2007 Apr 13
0
Problem with predict in systemfit
...rmation, please just
let me know and I will tell him. Thanks.
-----Original Message-----
Sent: Friday, April 13, 2007 3:58 PM
To: Leeds, Mark (IED)
Subject: R question
I am using the "predict" function after I have done a simultaneous
estimation of a system using "systemfit". fitsur is the output of
systemfit and "system" is my system of equations, "SUR" is the Seemingly
Unrelated Regrssions method of estimation.
fitsur<-systemfit("SUR",system)
I am supposed to be able to use the estimated coefficients for
out-of-sample prediction using a dif...
2010 Sep 03
1
How to use lm() output for systemfit() 'Seemingly unrelated regression'
...systemfit package.
Basicaly, the problem s following - I generate several formulas using lm()
> fo1 <- lm(r98[,2] ~ f98[,1] + f98[,2] + ... + f98[,43])
> fo2 <- lm(r98[,1] ~ f98[,1] + f98[,2] + ... + f98[,43])
and than I want to estimate a general model using package systemfit.
> fitsur <- systemfit("SUR",list(as.formula(fo),as.formula(foo)))
and I get following error:
Error in systemfit("SUR", list(as.formula(fo), as.formula(foo))) :
argument 'formula' must be an object of class 'formula' or a list of
objects of class 'formula'...
2007 May 23
0
Changing sequential regression code to call systemfit
...xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
eqDemand <- consump ~ -1 + price + income
eqSupply <- consump ~ -1 + price + farmPrice + trend
system<-list( demand = eqDemand, supply = eqSupply)
#xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
Then, the call to systemfit is
fitsur<- systemfit( "SUR", system)
Does anyone know how to change the code in the for loop ( I can deal
with the two lines with x$ ) to mimic the 3 lines between
The xxxxxxxxxxxxxxxxxxxx lines ?
I'm not good enough in R to do this but my guess is that it is possible
because datares and...