Re: [R] non linear 3SLS with constraints

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Fri 03 Feb 2006 - 04:40:29 EST

          RSiteSearch("3SLS") produced 27 hits for me just now. This identified several functions in contributed packages that offer 3SLS. I didn't look at all of them, but I didn't see any mention of constraints in the ones I skimmed. RSiteSearch("nonlinear least squares with constraints") returned 13, including
"http://finzi.psych.upenn.edu/R/Rhelp02a/archive/13304.html". This is a comment from Doug Bates, who is one of the world's leading experts on nonlinear regression. He suggests eliminating the constraints by transformation, and provides a reference to his book on the subject (which I highly recommend, if you are not already familiar with it).

          I can't think of any sensible technique related to statistical computing that can NOT be done in R. Moreover, the more obscure or nonstandard the technique, the more likely it will be more easily done in R than anything else. For me, R is the premier platform for new statistical algorithm development. Much of what is available in other packages is already available in R or in a contributed package.

          Without this listserve, R has a pretty steep learning curve. However, that difficulty is substantially reduced by the ready availability of an international network of people who contribute their time to helping others via this listserve. Some questions are answered in minutes. A few never receive an answer. Questions that don't get answered often seem to require specialized knowledge that relatively few people have. For example, I don't know what percentage of those who follow this listserve know '3SLS', but I'd guess it might be rather low.   If you are persistent, recasting a question in alternative, more generic terms, or decribing briefly why you want to do something (not just asking about a specific technique you've heard about), you will get an answer. (I believe the posting guide, "www.R-project.org/posting-guide.html", is also quite helpful.)

          In particular, if you think you need 3SLS rather than some more general nonlinear least squares or maximum likelihood, or if you don't think transformations are appropriate, please submit another question to this listserve explaining as clearly and succinctly as you can why you think so.

	  hope this helps.
	  spencer graves

Van Campenhout Bjorn wrote:

> hi,
>
> i am new here and wanted to know, before i start learning yet another statistical package:
>
> I want to estimate a system of equations that is
on linear in the parameters, using 3SLS. However, i will probably have to constrain some of the parameters to be between, say, zero and one. Is this possible with R, and better, is this easy? If so, since i am an absolute beginner, any pointers where to start would be greatly appreciated.
>
> Bjorn
>
> [[alternative HTML version deleted]]
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Feb 03 04:46:10 2006

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