[R] How to use lm() output for systemfit() 'Seemingly unrelated regression'

zbynek.janoska@gmail.com zbynek.janoska at centrum.cz
Fri Sep 3 12:03:00 CEST 2010


I am having problem using output of lm() function for further analysing using
systemfit package.

Basicaly, the problem s following - I generate several formulas using lm()
> fo1 <- lm(r98[,2] ~ f98[,1] + f98[,2] + ... + f98[,43])
> fo2 <- lm(r98[,1] ~ f98[,1] + f98[,2] + ... + f98[,43])

and than I want to estimate a general model using package systemfit.

> fitsur <- systemfit("SUR",list(as.formula(fo),as.formula(foo)))

and I get following error:

Error in systemfit("SUR", list(as.formula(fo), as.formula(foo))) : 
  argument 'formula' must be an object of class 'formula' or a list of
objects of class 'formula'

and I am not able to find where the problem is.
The problem remains even when I try:
> fo1 <- r98[,2] ~ f98[,1] + f98[,2] + ... + f98[,43]
> fo2 <- r98[,1] ~ f98[,1] + f98[,2] + ... + f98[,43]
instead of using lm()
Could someone give me a hand? I am quite new to R, so possibly the solutions
is simple:)
Thanks
Zbynek Janoska
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