[R] Nonlinear restrictions in systemfit

[Arne Henningsen]

On Thursday 20 November 2008 09:55:03, soetzel wrote:
> I want to implement a structural model with the package systemfit with some
> linear and nonlinear constraints.
>
> How to implement linear restrictions is clear.
>
> Does anybody know how to set up nonlinear restrictions in the systemfit
> packages.
>
> For example:
>
> beta1 = beta2-(beta4/beta6)

Non-linear restrictions cannot be imposed in the systemfit() function. However, 
they can be imposed when the function nlsystemfit() is used (e.g. by replacing 
all "beta1" by "beta2-(beta4/beta6)"). Unfortunately, the nlsystemfit() 
function is still under development and has convergence problems rather often.
You are invited to help us improving nlsystemfit -- you can get write access to 
the source code on R-Forge ;-)

Best wishes,
Arne

-- 
Arne Henningsen
http://www.arne-henningsen.name