Elisa Lanzi <elisa.lanzi <at> unive.it> writes: > > Dear all, > I am trying to estimate a system of equations with a Seemingly Unrelated > Regression. However because of the characteristics of the data I'd like to > do it with a negative binomial estimation. Would anybody know how to > implement a Seemingly Unrelated Negative Binomial (SUNB) estimation in R? > Thank you in advance for your help. > Best regards, > Elisa Lanzi >
This PhD thesis http://etd.library.arizona.edu/etd/metadata.jsp?id=urn:etd:azu_etd_1605_1_m gives a log-likelihood function (pp. 43-45) and GAUSS code (p. 112) that wouldn't be too hard to translate into R (using optim or mle). ("Not too hard" implies you already have some reasonable grasp of R/ statistical programming; if you're looking for a black box solution you will probably have to get some help ...) Ben Bolker ______________________________________________ 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.
