On Thursday 06 November 2008 05:56:23, Yang Wan wrote:
> I am using the function {aidsEst} in package [micEcon] to do an AIDS
> model now. So far, everything is good. But I want to test the auto
> correlation and heteroskedasticity of the individual equation from AIDS
> demand system. How can I return the individual equation?
The object returned by aidsEst contains an element with name "est", which is
the object returned by systemfit (see documentation of aidsEst). Unfortunately,
I do not know what you need to do the test. I suggest that you take a look at
the documentation of systemfit and/or the corresponding JSS paper [1]. For
instance, you could obtain the residuals with
R> residuals( aidsEstResult$est )
where "aidsEstResult" is the object returned by aidsEst.
Please let me know if you have any further questions or if you found out how
to do the test. In the latter case, I suggest that you or I add a method, a
wrapper function, or a hint in the documentation of the micEcon and/or the
systemfit package. Both packages are developed on R-Forge.
[1] http://www.jstatsoft.org/v23/i04
Best wishes,
Arne
> PS: serial correlation test is {bgtest} in package [lmtest] and
> heteroskedasticity is {bptest} in package [lmtest], both of which need
> the object of formula.
>
>
>
> Thank you for your answer.
>
>
>
>
>
> Christina
>
>
> [[alternative HTML version deleted]]
>
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--
Arne Henningsen
http://www.arne-henningsen.name
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