similar to: Solving systems of non-linear equations in R

Displaying 20 results from an estimated 9000 matches similar to: "Solving systems of non-linear equations in R"

2012 Nov 20
1
Coefficient of determination for non-linear equations system (nlsystemfit)
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
2010 Sep 02
3
Simultaneous equations
Dear all, I am relatively new to R and have had some difficulty in understanding the user manual for a package that I have downloaded to evaluate non-linear simultaneous equations. The package is called systemfit. Does anyone have any experience of this package? What I am trying to do is solve a non linear simultaneous equations... Could anyone give me an example (please) of the code that
2011 Nov 15
1
Estimating model parameters for system of equations
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,
2008 Oct 10
2
linear expenditure model
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}}
2012 Apr 07
1
Systemfit with structural equations and cross equation parameter interaction
Hi there, I want to estimate simultaneous equation model with panel data. The model looks as follows Y1=a0+a1*X1+a2*X2 Y2=b0+b1*X2+b2*X1 X1=Z1-(Y1/a1) X2=Z2-(Y2/b1) I In this model Y1, Y2, X1 and X2 are endogenous variables; Z1, Z2 are exogenous variables and a0, a1, a2, b0, b1 and b2 are parameters. Could any one please help me how to estimate this model in R. Thanking you in anticipation
2009 Feb 20
2
System of logistics Equations
Hi R-masters I need yours help about a problema in one of may ongoing researchers. In my research the subjects (20 in total) answer 60 questions (20 type G, 20 type S and 20 type P). Which questions is classified about 3 factor (2 level each) and the subject score with 2 scale (not integer value is possible but rare): Val range -7 to 7 and other Car range 1 to 7. This a code to fake database
2013 Jun 23
1
2SLS / TSLS / SEM non-linear
Dear all, I try to conduct a SEM / two stage least squares regression with the following equations: First: X ~ IV1 + IV2 * Y Second: Y ~ a + b X therein, IV1 and IV2 are the two instruments I would like to use. the structure I would like to maintain as the model is derived from economic theory. My problem here is that I have trouble solving the equations to get the reduced form so I can run
2005 Jun 09
1
Forecasting with macroeconomic structural equations models?
Hello, Is there a package or sample code that shows how to do ex ante forecasts with a macroeconomic structural equations model? I looked at the "sem" package, which lets you estimate e.g. Klein's model, but I'm not sure how to make simulations using the full set of equations, including the identities. Thank you, Ronaldo Carpio rncarpio at yahoo.com
2006 Aug 14
1
solving non-linear system of equations
Didn't get any useful response to the following question. Trying again. -------------------------------------------------------------------------------- I can't seem to get computationally stable estimates for the following system: Y=a+bX+cX^2+dX^3, where X~N(0,1). (Y is expressed as a linear combination of the first three powers of a standard normal variable.) Assuming that E(Y)=0 and
2008 Jun 03
3
How to solve a non-linear system of equations using R
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
2004 Apr 27
3
Solving linear equations
Is there a simple method under R to solve an overdetermined system of linear equations Ax=b with A being a matrix m*n? I know that solve() seems to work for m*m matrices, but I had no luck with overdetermined systems. Mlod
2011 Sep 13
1
solving linear equations
I have a dataset X Y1 1200 1.375 4000 0.464 1333.33 0.148 444.44 0.047 148.148 0.014 49.383 0.005 16.461 0.004 I have to find a curve fit for the above dataset based on a 4-parameter logistic equation viz. Y1 = d + ((a-d)/(1+(X/cc)^b)), where X and Y1 are the values above. I need to know how to solve the above equation for values a, b, c, d. -- View this message in context:
2008 Nov 06
2
How to return individual equation from {aidsEst} in package [micEcon]?
Hi, R core team I am using the function {aidsEst} in package [micEcon] to do an AIDS model now. So far, everything is good. But I want to test the auto correlation and heteroskedasticity of the individual equation from AIDS demand system. How can I return the individual equation? PS: serial correlation test is {bgtest} in package [lmtest] and heteroskedasticity is {bptest} in package
2008 Oct 28
1
help on package or code for simutaneous equation probit(logit) model
Dear List I am trying to fit a simutaneous equation logit model. i.e., the response variables of the structured equations are binomial, I am not sure if systemfit can do this job. A google search doesn't yield too much helpful information. Your knowledge on any other packages or codes are appreciated. Thanks will
2012 Aug 14
1
SYSTEMFIT HELP
Dear Users, I want to know whether systemfit can solve simultaneous equations using panel data. Regards Arunima [[alternative HTML version deleted]]
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
2012 Dec 09
1
Error message "cs_lu(A) failed: near-singular A (or out of memory)"
Hi there everyone, I have the following model (this is naturally a simplified version just for showing my problem, in case you're wondering this is a translog cost function with the associated cost share equations): C ~ á + â1 log X + â2 log Y + ã1 log Z + ã2 log XX C1 ~ â1 + â2 log YY + ã1 log ZZ Then I have some restrictions on the coefficients, namely that the sum of â equal 1 and the
2005 Nov 30
8
Solving Systems of Non-linear equations
I am trying to write a function that will solve a simple system of nonlinear equations for the parameters that describe the beta distribution (a,b) given the mean and variance. mean = a/(a+b) variance = (a*b)/(((a+b)^2) * (a+b+1)) Any help as to where to start would be welcome. -- Scott Story Graduate Student MSU Ecology Department 319 Lewis Hall Bozeman, Mt 59717 406.994.2670 sstory at
2007 Aug 30
3
piecewise linear approximation
Dear list, I have a series of data points which I want to approximate with exactly two linear functions. I would like to choose the intervals so that the total deviation from my fitted lines is minimal. How do I best do this? Thanks! Kamila The information transmitted in this electronic communication...{{dropped}}
2006 Jul 13
1
ols/gls or systemfit (OLS, WLS, SUR) give identical results
I might be sorry for asking this question :-) I have two equations and I tried to estimate them individually with "lm" and "gls", and then in a system (using systemfit) with "OLS", "WLS" and "SUR". Quite surprisingly (for myself at least) the results are identical to the last digit. Could someone (please!) give a hint as to what am I