Functions for QUAIDS and nonlinear SUR?
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." <pensterfuzzer at yahoo.de> Sent: Friday, January 08, 2010 10:21 PM To: <r-help at 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
__________________________________________________
[[elided Yahoo spam]]
hutz gegen Massenmails.
______________________________________________ R-help at 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.
Nenhum virus encontrado nessa mensagem recebida. Verificado por AVG - www.avgbrasil.com.br Versao: 9.0.725 / Banco de dados de virus: 270.14.130/2607 - Data de Lancamento: 01/08/10 05:35:00