On Thursday 20 November 2008 09:55:03, soetzel wrote: > I want to implement a structural model with the package systemfit with some > linear and nonlinear constraints. > > How to implement linear restrictions is clear. > > Does anybody know how to set up nonlinear restrictions in the systemfit > packages. > > For example: > > beta1 = beta2-(beta4/beta6)
Non-linear restrictions cannot be imposed in the systemfit() function. However, they can be imposed when the function nlsystemfit() is used (e.g. by replacing all "beta1" by "beta2-(beta4/beta6)"). Unfortunately, the nlsystemfit() function is still under development and has convergence problems rather often. You are invited to help us improving nlsystemfit -- you can get write access to the source code on R-Forge ;-) 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.
