SCM

Forum: help

Monitor Forum | Start New Thread Start New Thread
Bootstrapping systemfit [ reply ]
By: Arne Henningsen on 2016-03-22 22:11
[forum:43076]
Nafis Sadat sent me the following code (which I have slightly modified) for bootstrapping systemfit:

sur_beta <- function(formula, data, indices) {
d <- data[indices,]
fit <- systemfit(formula, data=d, method="SUR")
return(coef(fit))
}

sur_bs_beta <- as.data.frame(boot(statistic=sur_beta, data=DATA,
R=1000, formula=list(r1, r2, ...)))

Thanks a lot, Nafis!

Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge