[R] Functions for QUAIDS and nonlinear SUR?

Werner W. pensterfuzzer at yahoo.de
Sat Jan 9 01:21:25 CET 2010


Hi,

I would like to estimate a quadratic almost ideal demand system in R which is estimated usually by nonlinear seemingly unrelated regression. But there is no such function in R yet but it is readily available in STATA (nlsur), see B. Poi (2008): Demand-system estimation: Update, Stata Journal 8(4). 
Now I am thinking, what is quicker learning to "program" STATA which seems not really comfortable for programming or implement the method in R which might be above my head in terms of econometrics. May be it works with nlsystemfit?

Has anyone recommendations how to proceed or any pointers to a somewhat sure way to go in R? 

Thanks so much,
  Werner

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