similar to: systemfit - SUR

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 want to fit two equations simultaneously EQ1<-Y1~X1+X2 EQ2<-Y2~X1+X2 eqsystem<-list(Y1HAT=EQ1,Y2HAT=EQ2) fitols<-systemfit(eqsystem, method="OLS", data=BB) How do I get coefficients for the first equation? R code How do I restrict coefficient of X2 in the first equation (say , restrict it to less than  zero). R code Your help is appreciated. Dereje [[alternative

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

Dear list members, Is there a package somewhere for jointly estimating two poisson processes? I think the closest I've come is using the "SUR" option in the Zelig package (see below), but when I try the "poisson" option instead of the "SUR" optioin I get an error (error given below, and indeed, reading the documentation of the Zelig package, I get the impression

Dear List Members,I am trying to set up a large system of equations and I am trying to find a simple way to set up the list command under the package system fit. Here is the example from system fit and what I am trying to do: EQ1 <- Y1 ~ X1 + X2 + X4EQ2 <- Y2 ~ X2 + X3EQ3 <- Y3 ~ X2 + X3 + X4EQ4 <- Y4 ~ X1 + X3 + X4eqSystem <-list(form1 = EQ1, form2 = EQ2, form3 = EQ3, form4 = EQ4)

Hello all, I am relatively new to R, but enjoying it very much. I am hoping that someone on this list can help me with an issue I am having. I am having issues with iterations over nleqslv, in that the solver does not appear to clean up memory used in previous iterations. I believe I've isolated the/my issue in a small sample of code: library(nleqslv) cons_ext_test <- function(x){

Hey guys, Not sure if I encountered a bug with the scatterplot3d function. Here's the calls I made: s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=40,type="h",main="MRSL ~ LogDist + Diff"); s3d1$plane3d(fitols); s3d1 <-

Hi, can anybody tell me how the Hausman test for endogenty works? I have a simulated model with three correlated predictors (X1-X3). I also have an instrument W for X1 Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from the equation). My current approach: library(systemfit) fit2sls <- systemfit(Y~X1,data=data,method="2SLS",inst=~W) fitOLS <-

I am having problem using output of lm() function for further analysing using 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 <-

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 looking to do some manual maximum likelihood estimation in R. I have done a lot of work in Stata and so I have been using output comparisons to get a handle on what is happening. I estimated a simple linear model in R with lm() and also my own maximum likelihood program. I then compared the output with Stata. Two things jumped out at me. Firstly, in Stata my coefficient

I need to have all elements of a matrix multiplied by a weight before being post-multiplied by itself, as shown in the forst block of codes below. I can also multiply the matrix by the square root of the weight and then take the outer product. Actually, what I need is this. Denote each row of the matrix by a row vector as xi and each element of the weighting vector as wi. Then, I need the

Hi, everybody. I am working processing EEG data from 1000 pacients. I have a specific syntax to perform the Spectral Analysis and a loop to analyse all subjects. each subject data are in separate folders (P1, P2 P3...) My question is: in some cases, some errors can appear in one subject. I want to know if is possible to jump to the next subject and perform the same syntax , exibiting an error

I am confused by the following description in http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfit.html what does the "Not run" mean? if we do not load systemfit, how can we run the following code? ## Not run: library( systemfit ) data( kmenta ) attach( kmenta ) ... I install the package of systemfit, and run the code. I got the warning: > library( systemfit

A friend of mine sent me below so I am posting below. If it is not enough information, 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

The 'systemfit' function in systemfit 0.7-3 CRAN package seems to have a problem with formulas that contain transformed (eg. log) variables. If I have my data in a data frame, apparently systemfit doesn't "pass" the information of where the variables should be taken to the transforming function. I'm not entirely sure if this is a bug or just a limitation, I was just

Is there a way to apply paste to?list(form1 = EQ1, form2 = EQ2, form3 = EQ3, form4 = EQ4)?such that I don't have to write form1=EQ1 for all my models?(I might have a list of 20 or more)? I also need the EQs to read the formulas associated with them. For example, below, I was able to automate the name assignment but I could not figure out how to?to set up the list using?paste or other

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 there, I am really new to statistics in R and statistics itself as well. My situation: I ran a lot of OLS regressions with different independent variables. (using the lm() function). After having done that, I know there is endogeneity due to omitted variables. (or perhaps due to any other reasons). And here comes the Hausman test. I know this test is used to identify endogeneity. But what I

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