I have already used aidsEst() function in the micEcon package for the
estimation of elasticities.
But with the LES, I plan to estimate the minimal consumption
level...which is not possible with the AIDS model, do I?
Arne Henningsen wrote:
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
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Marie Vandresse
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Bureau 212
Tél. +32.(0)2.507.73.62
Tél. +32.(0)2.507.73.73
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