search for: nlsystemfit

Hello, I want to solve a nonlinear 3SLS problem with "nlsystemfit()". The equations are of the form y_it = f_i(x,t,theta) The functions f_i(.) have to be formulated as R-functions. When invoking "nlsystemfit()" I get the error Error in deriv.formula(eqns[[i]], names(parmnames)) : Function 'f1' is not in the der...

Hello everyone, I have estimated system of three linear equations with one non-linear restrictions with nlsystemfit. I was wondering how I can calculate the R-squared (or some alternative coefficient of determination) for the whole system. This is automatically given by linear systemfit but not by nlsystemfit. I can get the values for each of the equations separately, but apparently not for the whole system....

...age I would like to send out for testing and have noticed a "problem" with the \tabular portion of the help "compiler" the code for inserting vertical lines, in the tabular environment, causes the build to choke, but not the check command. C:\>rcmd build --binary -docs=all nlsystemfit \tabular{|l|c|c|c|}{ \hline Method \tab Instruments \tab Objective Function \tab Covariance of \eqn{\theta}\cr\hline ...blah, blah,blah... 3SLS \tab yes \tab \eqn{r'(S_{2SLS}^{-1} \bigotimes W)r} \tab \eqn{(X(diag(S)^{-1}\bigotimes W)X)^{-1}}\hline } ...yields....

Hi everybody, I'm a newbye with lots of problems :). I'm trying to use nlsystemfit, but I recieve two error messages whose origin that I don't understand. 1) When I try to reproduce the example reported in the systemfit package manual, that is library( systemfit ) data( ppine ) hg.formula <- hg ~ exp( h0 + h1*log(tht) + h2*tht^2 + h3*elev + h4*cr) dg.formula <- dg...

Hello R users, I am trying to estimate the parameters of a bimodal normal distribution using moments matching, so I have to solve a non-linear system of equations. How can I solve the following simple example? x^2 - y^2 = 6 x ? y = 3 I heard about nlsystemfit, but I don?t know how to run it exactly. I have tried the following code, but it doesn?t really work: f1 <-y~ x[1]^2-x[2]^2-6 f2 <-z~ x[1]-x[2]-3 f <- list(f1=0,f2=0) nlsystemfit("OLS",f,startvals=c(0,0)) Thank You in advance for your help. Evgeniq Petrova

Hi everyone, I am new to R and keep getting the message Error in as.vector(x, mode) while trying to run nlsystemfit. Below is my exact code. The data is in Stata format because I only recently swapped to R and am trying to compare results from Stata to make sure I know what is going on. I have searched google and read sever R-help articles with this error. They all say the problem is to do with attach(). I h...

...B. Poi (2008): Demand-system estimation: Update, Stata Journal 8(4). Now I am thinking, what is quicker learning to "program" STATA which seems not really comfortable for programming or implement the method in R which might be above my head in terms of econometrics. May be it works with nlsystemfit? Has anyone recommendations how to proceed or any pointers to a somewhat sure way to go in R? Thanks so much, Werner __________________________________________________ Do You Yahoo!? hutz gegen Massenmails. http://mail.yahoo.com

Hey, I want to implement a structural model with the package systemfit with some linear and nonlinear constraints. How to implement linear restrictions is clear. Does anybody know how to set up nonlinear restrictions in the systemfit packages. For example: beta1 = beta2-(beta4/beta6) I look forward to your reply -- View this message in context:

Dear R-help, The documentation for systemfit shows that logLik() can be used to obtain loglikelihood values from linear systems estimated by systemfit(). It seems to me that logLik() cannot be used for nlsystemfit(). Does anyone know of any other packages that might let me obtain the loglikelihood of a model estimated with nlsystemfit()? Kind regards, Alex Olssen

Hi all, I'm trying to estimate model parameters in R for a pretty simple system of equations, but I'm having trouble. Here is the system of equations (all derivatives): eqAlgae <- (u_Amax * C_A) * (1 - (Q_Amin / Q_A)) eqQuota <- (p_max * R_V) / (K_p + R_V) - ((Q_A-Q_Amin)*u_Amax) eqResource <- -C_A * (p_max * R_V) / (K_p + R_V) eqSystem <- list(C_A = eqAlgae, Q_A = eqQuota,

...work when I try to add the derivative information. I know using nlm for a linear model isn't the "optimal" method, but I would like to make sure the parameter estimates and the se's are matching before I attempt more difficult problems. rm(list=ls(all=TRUE)) print( "running nlsystemfit models test at end...") data( kmenta ) attach( kmenta ) ##demand2 <- q ~ d0 + d1 * p + d2 * d supply2 <- q ~ s0 + s1 * p + s2 * f + s3 * a ##system2 <- list( demand2, supply2 ) ##labels <- list( "Demand", "Supply" ) ##inst <- ~ d + f + a ##sv2 <- c(d0=3,s2...

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. -- Think before you print ! ********************************************************************** Disclaimer: This e-mail may contain confidential informa...{{dropped:9}}

Dear R-list members, I've had a hard time trying to solve a non-linear system (nls) of equations which structure for the equation i, i=1,...,4, is as follows: f_i(d_1,d_2,d_3,d_4)-k_i(l,m,s) = 0 (1) In the expression above, both f_i and k_i are known functions and l, m and s are known constants. I would like to estimate the vector d=(d_1,d_2,d_3,d_4) which is solution