[R] Functions for QUAIDS and nonlinear SUR?

Ricardo Gonçalves Silva ricardogs at terra.com.br
Mon Jan 11 16:50:14 CET 2010


Werner,

I know that S-Plus package Finmetrics has a NLSUR function.
This is a commercial package, but maybe if you write the authors asking
for code only, or some hints...

Rick

--------------------------------------------------
From: "Werner W." <pensterfuzzer em yahoo.de>
Sent: Friday, January 08, 2010 10:21 PM
To: <r-help em stat.math.ethz.ch>
Subject: [R] Functions for QUAIDS and nonlinear SUR?

> 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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