On Wednesday 16 July 2003 11:04:58 +0300, "Yonathan (Jon) Anson" <[EMAIL PROTECTED]> wrote: > > Is there an option for running SUR and 2SLS regressions with weighting > (I am analysing mortality in towns, hence want to weight by population > size) > > Many thanks > > Jon Anson
The "systemfit" package can run SUR and 2SLS regressions. However, systemfit does not (yet) offer the user to provide weights for the regression. I did not hear anything about these regression methods so far. Can you tell me an article or textbook that explains how this should work? If this is not too much work, these methods might be implement in a new version of the systemfit package. (Jeff (the author and maintainer of systemfit) and I are just preparing a new version of the systemfit package that has several additional features (e.g. cross-equation restrictions.) Best wishes, Arne ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help