我用SUR
(R包)估计了systemfit
模型。根据估计的结果,我试图为每个SUR模型获取logLik,AIC和BIC。对于整个logLik,我只能使用logLik
函数。但是,如何获得SUR模型每个方程的拟合优度(logLik,AIC和BIC)?
以下是使用systemfit
进行SUR估算的示例。
data( "Kmenta" )
eqDemand <- consump ~ price + incomeeq
Supply <- consump ~ price + farmPrice + trend
system <- list( demand = eqDemand, supply = eqSupply )
fitsur <- systemfit( system, "SUR", data = Kmenta )
## residuals of all equations
logLik( fitsur )
如何获取每个方程式(logLik
,eqDemand
)的Supply
,AIC和BIC?