Re: [R] "Special" LS estimation problem

2009-08-22 Thread megh
I found no fruitful suggestions as yet, therefore I have devised a simple mechanism for that. Here I can modify my model as : Y = X*a + error, X = (X1, X2), a = t(a1, a2) Now I can apply the standard LS procedure, to estimate a. Here is my code : Y <- replicate(10, matrix(rnorm(2),2), simplify

Re: [R] "Special" LS estimation problem

2009-08-21 Thread Ted Harding
On 21-Aug-09 18:12:45, megh wrote: > > "Y" is 2 dimensional vector, X1 and X2 are 2x2 matrices. Sorry -- I mis-read your code! I will think about your problem. Apologies. Ted. > Ted.Harding-2 wrote: >> >> On 21-Aug-09 16:28:26, megh wrote: >>> Hi, I have following kind of model : Y = X1 * a1 +

Re: [R] "Special" LS estimation problem

2009-08-21 Thread megh
"Y" is 2 dimensional vector, X1 and X2 are 2x2 matrices. Ted.Harding-2 wrote: > > On 21-Aug-09 16:28:26, megh wrote: >> Hi, I have following kind of model : Y = X1 * a1 + X2 * a2 + error >> >> Here sampled data for Y, X1, X2 are like that : >> >> Y <- replicate(10, matrix(rnorm(2),2), simpli

Re: [R] "Special" LS estimation problem

2009-08-21 Thread Ted Harding
On 21-Aug-09 16:28:26, megh wrote: > Hi, I have following kind of model : Y = X1 * a1 + X2 * a2 + error > > Here sampled data for Y, X1, X2 are like that : > > Y <- replicate(10, matrix(rnorm(2),2), simplify = F) > X1 <- replicate(10, matrix(rnorm(4),2), simplify = F) > X2 <- replicate(10, matrix

[R] "Special" LS estimation problem

2009-08-21 Thread megh
Hi, I have following kind of model : Y = X1 * a1 + X2 * a2 + error Here sampled data for Y, X1, X2 are like that : Y <- replicate(10, matrix(rnorm(2),2), simplify = F) X1 <- replicate(10, matrix(rnorm(4),2), simplify = F) X2 <- replicate(10, matrix(rnorm(4),2), simplify = F) My goal is to calcu