library( systemfit )
data( ppine )
hg.formula <- hg ~ exp( h0 + h1*log(tht) + h2*tht^2 + h3*elev + h4*cr)
dg.formula <- dg ~ exp( d0 + d1*log(dbh) + d2*hg + d3*cr + d4*ba )
labels <- list( "height.growth", "diameter.growth" )
inst <- ~ tht + dbh + elev + cr + ba
start.values <- c(h0=-0.5, h1=0.5, h2=-0.001, h3=0.0001, h4=0.08,
d0=-0.5, d1=0.009, d2=0.25, d3=0.005, d4=-0.02 )
model <- list( hg.formula, dg.formula )
model.ols <- nlsystemfit( "OLS", model, start.values, data=ppine, eqnlabels=labels )
print( model.ols )
model.3sls <- nlsystemfit( "3SLS", model, start.values, data=ppine,
eqnlabels=labels, inst=inst )
print( model.3sls )
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