Hi Dereje On 17 October 2012 04:23, Dereje Bacha <d_ba...@yahoo.com> wrote: > I want to fit two equations simultaneously > EQ1<-Y1~X1+X2 > EQ2<-Y2~X1+X2 > eqsystem<-list(Y1HAT=EQ1,Y2HAT=EQ2) > fitols<-systemfit(eqsystem, > method="OLS", data=BB) > > How do I get coefficients for the first equation? R code
coef(fitols$eq[[1]]) > How do I restrict coefficient of X2 in the first equation > (say , restrict it to less than zero). R code systemfit() can only impose equality constraints. More information about systemfit is available here: http://www.jstatsoft.org/v23/i04/paper and http://www-systemfit.org/ Best regards, 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.
