Dear Waseem On 7 April 2012 09:20, waseem ahmad <waseem...@yahoo.com> wrote: > I want to estimate simultaneous equation model with panel data. > The model looks as follows > > Y1=a0+a1*X1+a2*X2 > Y2=b0+b1*X2+b2*X1 > X1=Z1-(Y1/a1) > X2=Z2-(Y2/b1) > I > In this model Y1, Y2, X1 and X2 are endogenous variables; > Z1, Z2 are exogenous variables and a0, a1, a2, b0, b1 and b2 > are parameters. Could any one please help me how to estimate > this model in R. Thanking you in anticipation
Please note that your third and fourth equations are non-linear in parameters. For information on estimating systems of non-linear equations with the systemfit package, please take a look at the FAQ section of systemfit's website: http://www.systemfit.org/ Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
