Coefficient of determination for non-linear equations system (nlsystemfit)
Dear Antti
On 20 November 2012 10:24, Antti Simola <asimola78 at gmail.com> wrote:
I have estimated system of three linear equations with one non-linear restrictions with nlsystemfit.
Please read the FAQ at http://www.systemfit.org/
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 the whole system.
You have to do this manually, e.g. by equation (43) in the paper: http://www.jstatsoft.org/v23/i04/paper
I'm also wondering why separate equations' objects all appear in together with a command like: nl.system <- nlsystemfit() nl.system$eq[i] but e.g. the following produces NULL as the value for the individual objects, e.g. R-squared
As the "eq" component is a "list" (see documentation), you must use double brackets: nl.system$eq[[i]]
eq.1 <- nl.system$eq[1] eq.1$r2
You can directly use: nl.system$eq[[i]]$r2 Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name