[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



--
View this message in context: http://r.789695.n4.nabble.com/Constraining-parameters-using-tag-in-SUR-model-ZELIG-tp4642927p4643037.html
Sent from the R help mailing list archive at Nabble.com.




More information about the R-help mailing list