Problem with NLSYSTEMFIT()

Dear Kilian,

Hello,



I want to solve a nonlinear 3SLS problem with "nlsystemfit()". The
equations

are of the form

            y_it = f_i(x,t,theta)

The functions f_i(.) have to be formulated as R-functions. When invoking

"nlsystemfit()" I get the error



Error in deriv.formula(eqns[[i]], names(parmnames)) :

        Function 'f1' is not in the derivatives table



Isn't it possible to provide equations in the form

eq1 ~ f1(x,t,theta) etc. to "nlsystemfit()" ?

Unfortunately, this is not (yet) possible. You have to specify your equations 
like "eq1 <- y ~ b0 + x1^b1 + b1^2 * log( x2)" (see the documentation of 
nlsystemfit). Furthermore, I suggest that you ask the author of nlsystemfit 
(Jeff Hamann, see cc) how reliable the algorithms for the non-linear 
estimation are in the current version of systemfit (while the code for the 
linear estimation is very mature now, the non-linear estimation is still 
under development). You are invited to help us improving the code of 
nlsystemfit ;-)

Best wishes,
Arne

Kind regards,



Kilian Plank


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Arne Henningsen
Department of Agricultural Economics
University of Kiel
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ahenningsen at agric-econ.uni-kiel.de
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