Message-ID: <03425A8D863C4191BBF0BFDB280F727E@RicardoPC>
Date: 2010-01-11T15:50:14Z
From: Ricardo Gonçalves
Subject: Functions for QUAIDS and nonlinear SUR?
In-Reply-To: <206095.61967.qm@web23006.mail.ird.yahoo.com>
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
>
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