[R] Constraining parameters using tag() in SUR model - ZELIG
Samantha Azzarello
samantha.azzarello at cmegroup.com
Thu Sep 13 18:38:36 CEST 2012
Arne,
Thanks for the help. Ill make sure to cite systemfit along with Zelig.
I cannot see how to constrain parameters based on the manual when there is
more than 2 eqs using the M Matrix.
I have 10 eqns with 6 parameters each and need to constrain all 6 across the
10 equations.
For example B1s need to be equal in all 10 eqns, B2 need to be equal in all
10 eqs stc.
Can you assist in a brief example?
I am using this in conjunction with a few Perl porgrams already written -
but
I am open to switching everything I have directly to systemfit if I can get
teh parameters constrained
Thank you
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