[R] Discrete-continuous equation system in R

Reinhard Hössinger reinhard.hoessinger at boku.ac.at
Thu Jan 2 14:12:32 CET 2014

Hi all,

I want to estimate an equation system with 3 nonlinear continuous
equations and one discrete choice (using multinomial logit for the
latter). For the nonlinear continuous equations, function nlsystemfit
{systemfit} seems to be appropriate. But what's about the discrete
choice? Its error component has a logistic distribution. Can it still be
incorporated in the equation system? Or can/must the error component be
treated in some way to be incorporated? I cannot find a reference to
discrete choices in the systemfit package description nor somewhere

Reinhard Hössinger

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