Werner,
I know that S-Plus package Finmetrics has a NLSUR function.
This is a commercial package, but maybe if you write the authors asking
for code only, or some hints...
Rick
--------------------------------------------------
From: "Werner W." <pensterfuz...@yahoo.de>
Sent: Friday, January 08, 2010 10:21 PM
To: <r-h...@stat.math.ethz.ch>
Subject: [R] Functions for QUAIDS and nonlinear SUR?
Hi,
I would like to estimate a quadratic almost ideal demand system in R which
is estimated usually by nonlinear seemingly unrelated regression. But
there is no such function in R yet but it is readily available in STATA
(nlsur), see 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
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