[R] summarising systemfit with saveMemory

Tim Calkins tim.calkins at gmail.com
Thu Aug 16 09:44:26 CEST 2007


Hi all -

I'm on R 2.5.1 for XP.

in the systemfit package, the summary is set to print the McElroy's
measure of fit unless it's NULL.  When the option saveMemory = TRUE,
the McElroy isn't included, instead it defaults to NA.  Thus I am
unable to use summary.systemfit.

> library(systemfit)
> example(systemfit)
> surfit2 <- systemfit("SUR",system,data=Kmenta,saveMemory=T)
> summary(surfit2)

As far as I can tell, this is a result of the following code.

> print.summary.systemfit

<<--SNIP-->>

if (!is.null(x$mcelr2)) {
cat("McElroy's R-squared value for the system: ")
cat(formatC(x$mcelr2, digits = digits, width = -1))
cat("\n")
}

<<--SNIP-->>

combined with

> systemfit

<<--SNIP-->>
    if (!saveMemory) {
       <<--SNIP-->>
        mcelr2 <- 1 - (rtOmega %*% resids)/denominator
    }
    else {
        mcelr2 <- NA
    }

<<--SNIP-->>

Or am I missing something here.  Thanks in advance.

-- 
Tim Calkins
0406 753 997



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