On Sat, Jan 9, 2010 at 1:21 AM, Werner W. <pensterfuz...@yahoo.de> wrote: > 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
The "systemfit" package has the function nlsystemfit() for estimating systems of non-linear equations, e.g. by non-linear SUR. However, in contrast to the systemfit() function for estimating systems of linear equations, the function nlsystemfit() is still under development and has convergence problems rather often. So, I cannot recommend using nlsystemfit() for an important analysis. :-( > 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. You do not have to start from scratch but you could improve the nlsystemfit() function, e.g. by implementing analytical gradients of the objective function -- and I could assist you with this. If you are interested in improving nlsystemfit(), please apply at R-Forge [1] for getting write access to systemfit's SVN repository. [1] http://r-forge.r-project.org/projects/systemfit/ /Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
