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

[David Scott]

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
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Email:	d.scott at auckland.ac.nz


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