Have you tried writing a function to compute SS = sum of squares
deviations between the the left and right hand sides of your three
equations, then using 'optim'? See also Venables and Ripley (2002)
Modern Applied Statistics with S, 4th ed. (Springer).
hope this helps.
HAKAN DEMIRTAS wrote:
> I can't seem to get computationally stable estimates for the following system:
>
> Y=a+bX+cX^2+dX^3, where X~N(0,1). (Y is expressed as a linear combination of
> the first three powers of a standard normal variable.) Assuming that E(Y)=0
> and Var(Y)=1, one can obtain the
