Dear Antti On 20 November 2012 10:24, Antti Simola <asimol...@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 ______________________________________________ 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.
