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| Restrict some coefficients to be equal [ Reply ] By: Joep van der Plas on 2021-01-21 07:24 | [forum:48662] |
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Dear systemfit forum, I want to estimate a seemingly unrelated regression (SUR) in R with the systemfit package. I have panel data with 8 brands in a category, and very many independent variables. Each brand is an equation. I want some coefficients to be brand-specific and some category-specific. However, the problem is that all coefficients are either brand- or category-specific. By default, they are brand-specific, and by using pooled = TRUE, they are category-specific. My question is: does anyone know how I can estimate some brand-specific and some category-specific coefficients? Thanks in advance! Best, Joep |
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