[R] Non linear SUR estimation

[vezzu.andrea@libero.it]

TO: r-help at lists.R-project.org
    r-help at stat.math.ethz.ch



Hello to everyone,

I found some problems using R in the estimation of systems of nonlinear 
equations
like SURE (Seemingly Unrelated Regression Equations) with mutual 
parameters as the following system example:

EQ1  PQ1=P1*G1+B1*(Y-P1*G1-P2*G2-P3*G3)
EQ2  PQ2=P2*G2+B2*(Y-P1*G1-P2*G2-P3*G3)

where G1,G2,G3,B1,B2 are the coefficients to estimate.

command "nls" accept only single equation nonlinear model formula and 
package "systemfit" doesn't allows any nonlinear estimation.


Do you know a solution for this problem?

Thanks for the attention.

Best regards

Andrea Vezzulli
vezzu.andrea at libero.it
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