I have estimated
SUR model with
systemfit (R package). With the estimated results, I am trying to get logLik, AIC and BIC for each of SUR model. For the whole logLik, I can just use
logLik function. However, how can I get the goodness-of-fit (logLik, AIC, and BIC) for each equation of SUR model?
Here is a sample of SUR estimation with
data( "Kmenta" ) eqDemand <- consump ~ price + income eqSupply <- consump ~ price + farmPrice + trend system <- list( demand = eqDemand, supply = eqSupply ) fitsur <- systemfit( system, "SUR", data = Kmenta ) ## residuals of all equations logLik( fitsur )
How can I get the
logLik, AIC and BIC for each equation (