Re: [R] Weighted SUR/NSUR

2013-08-20 Thread Arne Henningsen
Dear Ariel Thank you for your detailed explanations and the example. Indeed, it should be rather straightforward to implement observation-specific weights in systemfit (i.e. in the estimation of systems of linear or non-linear equations). As you indicated that many people are looking for this feat

Re: [R] Weighted SUR/NSUR

2013-08-16 Thread Ariel
Arne Henningsen-3 wrote >> Is it possible >> to run SUR with weights using systemfit? I mean weighted seemingly > unrelated >> regression (weighted SUR) > > Currently, systemfit cannot estimate (SUR) models with > observation-specific > weights :-( > >> or weighted nonlinear unrelated regression

Re: [R] Weighted SUR/NSUR

2013-06-30 Thread Arne Henningsen
Dear Tarquinio On 29 Jun 2013 21:01, "Tarquinio magalhaes" wrote: > Is it possible > to run SUR with weights using systemfit? I mean weighted seemingly unrelated > regression (weighted SUR) Currently, systemfit cannot estimate (SUR) models with observation-specific weights :-( > or weighted non

[R] Weighted SUR/NSUR

2013-06-29 Thread Tarquinio magalhaes
Hi, Is it possible to run SUR with weights using systemfit? I mean weighted seemingly unrelated regression (weighted SUR) or weighted nonlinear unrelated regression (weighted NSUR).  Parresol (2001) in his paper titled Additivity of nonlinear biomass equations has run weighted NSUR using PROC MODEL