Re: [R] general Gauss-Newton or support for NSUR: contemporaneously correlated non-linear models

From: David Scott <d.scott_at_auckland.ac.nz>
Date: Thu 25 May 2006 - 13:07:41 EST

On Wed, 24 May 2006, Spencer Graves wrote:

> Have you looked at nlme and the book Pinheiro and Bates (2000)
> Mixed-Effects Models in S and S-Plus (Springer)? I'm not familiar with
> "NSUR", but it sound like nlme might handle it very well.
>
> hope this helps,
> Spencer Graves
>

I don't think this is what Thomas needs. NSUR is I think nonlinear seemingly unrelated regressions. The SUR bit means that the response is multivariate. If he hasn't already, Thomas should look at systemfit:

systemfit: Simultaneous Equation Estimation Package

This package contains functions for fitting simultaneous systems of linear and nonlinear equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), Weighted Two-Stage Least Squares (W2SLS), Three-Stage Least Squares (3SLS), and Weighted Three-Stage Least Squares (W3SLS).

David Scott


David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland	NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott@auckland.ac.nz


Graduate Officer, Department of Statistics

ASC/NZSA 2006: "Statistical Connections" The joint conference of the Statistical Society of Australia Inc. and the New Zealand Statistical Association, July 3--6, 2006 in Auckland. Go to:

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