similar to: Functions for QUAIDS and nonlinear SUR?

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 derivatives table

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

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

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:

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

I've got a package 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

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,

I've been working on a new package and I have a few questions regarding the behaviour of the nlm function. I've been (for better or worse) using the nlm function to fit a linear model without suppling the hessian or gradient attributes in the objective function. I'm curious as to why the nlm requires 31 iterations (for the linear model), and then it doesn't work when I try to add

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}}

Is there an option for running SUR and 2SLS regressions with weighting (I am analysing mortality in towns, hence want to weight by population size) Many thanks Jon Anson -- Yonathan (Jon) Anson Department of Social Work Ben Gurion University of the Negev 84105 Be'er Sheva, Israel. Tel: +972 8 647 93 14(w) +972 8 6489286 (h) 067 233279 (m) Fax: +972 8 647 29 33

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

Dear R users. Does anyone know a package where the non-parametric rank test from Corrado (A nonparametric test for abnormal security-price performance in event studies, Charles J. Corrado, 1989, Journal of Financial Economics) for event studies is implemented? Sincerely Andreas. __________________________________________________ Do You Yahoo!? hutz gegen Massenmails. http://mail.yahoo.com

Hi, is anyone aware of estimation functions for threshold vector error correction / threshold cointegration models? I didn't find anything for R using RSeek or Google. Thanks a lot for any pointers, Werner __________________________________________________ Do You Yahoo!? hutz gegen Massenmails. http://mail.yahoo.com

I am an R beginner and trying to run a SUR model in R framework. subset(esasp500, Obs <=449 & Obs>=197, select = -Date) ->ev13sub c(Obs>=397) & c(Obs<=399) ->d13 c(Obs>=400) & c(Obs<=449) ->f13 SP500*f13 ->SP500f13 BBC~SP500+d13+SP500f13 ->sur132 BOW~SP500+d13+SP500f13 ->sur133 CSK~SP500+d13+SP500f13 ->sur134

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

Is anyone aware of a procedure to apply Newey-West corrections for autocorrelation to a SUR regression model? The SANDWICH package seems to be applicable only to LM or GLM models. Thanks, Richard Saba Department of Economics Auburn University Email: sabaric at auburn.edu

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

Hi I am using the AMD application in a power dialing. All works well when I use an internal extension but when I try to use an external number, the AMD every times returns non human status. Also the AMDCAUSE returns Total-Time-5500. I am using the default parameters in AMD.CONF. Anybody has some idea? Thanks Sergio -------------- next part -------------- An HTML attachment was

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 ~ exp( d0

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