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Bootstrapping systemfit [ reply ]
By: Arne Henningsen on 2016-03-22 22:11
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")

sur_bs_beta <-, data=DATA,
R=1000, formula=list(r1, r2, ...)))

Thanks a lot, Nafis!

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