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| Bootstrapping systemfit [ reply ] By: Arne Henningsen on 2016-03-22 22:11 | [forum:43076] |
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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! |
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