Forum: help

RE: LIML/FIML [ Reply ]
By: Arne Henningsen on 2012-12-22 20:29

Dear Mike:

Thanks a lot for your message. I am very happy if you contribute additional estimation methods (and other features) to our systemfit package. New (useful) features are always of interest. If you add Maximum Likelihood estimation methods, I would appreciate if the maxLik package is used for the maximization of the (log) likelihood function. Please ask to join the systemfit project on R-Forge in order to get write access to systemfit's source code ...and do not hesitate to ask us if you have any questions.

Best holiday-season greetings from Copenhagen,
Arne

LIML/FIML [ Reply ] By: Mike Sandfort on 2012-12-20 00:33	[forum:38649]
Hi folks, I use systemfit quite a lot in my course and have some interest in writing/contributing a set of FIML and k-class/LIML routines to the package. I note that these are in the "wanted" section of the docs, but there is also a MaxLik package developed recently by one of the authors of systemfit (so some obvious overlap). Are these routines still of interest? Thanks, Mike