Hi Marie! On Friday 10 October 2008 12:40:23, Marie Vandresse wrote: > I would like to estimate a linear expendire with Systemfit package. > (method: "SUR")
If I remember correctly, the "linear expenditure system" (LES) is linear in income but non-linear in the parameters. Hence, you have to estimate a system of non-linear equations. Unfortunately, the nlsystemfit() function in the systemfit package that estimates systems of non-linear equations is still under development and has convergence problems rather often. Since the systemfit() function in the systemfit package that estimates systems of linear equations is very reliable [1], I suggest that you choose a demand system that is linear in parameters (e.g. the Almost Ideal Demand System, AIDS) [1] http://www.jstatsoft.org/v23/i04 > As someone could show me how to define the equations? If you use the aidsEst() function in the micEcon package [2], you don't have to specify the equations of the Almost Ideal Demand System yourself. [2] http://www.micEcon.org Best wishes, 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.
