Displaying 2 results from an estimated 2 matches for "sysnlin".
2008 Jun 14
1
restricted coefficient and factor in linear regression.
...ta.frame(id, yr, y, l, e, k).
I would like to estimate Lee and Schmidts (1993, OUP) model in R.
My colleague wrote SAS code as follows:
** procedures for creating dummy variables are omitted **
** di# and dt# are dummy variables for industry and time **
data a2; merge a1 a2 a; by id yr;
proc sysnlin maxit=100 outest=beta2;
endogenous y;
exogenous l e k di1-di12 dt2-dt10;
parms a0 0.94 al -0.14 ae 1.8 ak -0.9
b1 0 b2 0 b3 0 b4 0 b5 0 b6 0 b7 0 b8 0 b9 0 b10 0 b11 0
b12 0 c2 0 c3 0 c4 0 c5 0 c6 0 c7 0 c8 0 c9 0 c10 0;
y=a0+al*l+ae*e+ak*k
+(b1*di1+b2*di2+b3...
2008 Jun 13
0
restricted coefficient and factor for linear regression.
...a.frame(id, yr, y, l, e, k).
I would like to estimate Lee and Schmidts (1993, OUP) model in R.
My colleague wrote SAS code as follows:
** procedures for creating dummy variables are omitted **
** di# and dt# are dummy variables for industry and time **
data a2; merge a1 a2 a; by id yr;
proc sysnlin maxit=100 outest=beta2;
endogenous y;
exogenous l e k di1-di12 dt2-dt10;
parms a0 0.94 al -0.14 ae 1.8 ak -0.9
b1 0 b2 0 b3 0 b4 0 b5 0 b6 0 b7 0 b8 0 b9 0 b10 0 b11 0
b12 0 c2 0 c3 0 c4 0 c5 0 c6 0 c7 0 c8 0 c9 0 c10 0;
y=a0+al*l+ae*e+ak*k
+(b1*di1+b2...