Hello everyone,
I have estimated system of three linear equations with one non-linear
restrictions with nlsystemfit. I was wondering how I can calculate the
R-squared (or some alternative coefficient of determination) for the
whole system. This is automatically given by linear systemfit but not by
nlsystemfit. I can get the values for each of the equations separately,
but apparently not for the whole system.
I'm also wondering why separate equations' objects all appear in
together with a command like:
nl.system <- nlsystemfit()
nl.system$eq[i]
but e.g. the following produces NULL as the value for the individual
objects, e.g. R-squared
eq.1 <- nl.system$eq[1]
eq.1$r2
Cheers,
Antti
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