Re: [R] Problem with NLSYSTEMFIT()

From: Arne Henningsen <ahenningsen_at_email.uni-kiel.de>
Date: Fri 13 Jan 2006 - 02:09:40 EST

Dear Kilian,

On Thursday 12 January 2006 14:20, Kilian Plank wrote:
> Hello,
>
>
>
> I want to solve a nonlinear 3SLS problem with "nlsystemfit()". The
> equations
>
> are of the form
>
> y_it = f_i(x,t,theta)
>
> The functions f_i(.) have to be formulated as R-functions. When invoking
>
> "nlsystemfit()" I get the error
>
>
>
> Error in deriv.formula(eqns[[i]], names(parmnames)) :
>
> Function 'f1' is not in the derivatives table
>
>
>
> Isn't it possible to provide equations in the form
>
> eq1 ~ f1(x,t,theta) etc. to "nlsystemfit()" ?

Unfortunately, this is not (yet) possible. You have to specify your equations like "eq1 <- y ~ b0 + x1^b1 + b1^2 * log( x2)" (see the documentation of nlsystemfit). Furthermore, I suggest that you ask the author of nlsystemfit (Jeff Hamann, see cc) how reliable the algorithms for the non-linear estimation are in the current version of systemfit (while the code for the linear estimation is very mature now, the non-linear estimation is still under development). You are invited to help us improving the code of nlsystemfit ;-)

Best wishes,
Arne

> Kind regards,
>
>
>
> Kilian Plank
>
>
> [[alternative HTML version deleted]]
>
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-- 
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
ahenningsen@agric-econ.uni-kiel.de
http://www.uni-kiel.de/agrarpol/ahenningsen/

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Received on Fri Jan 13 02:16:33 2006

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