#StackBounty: #r #aic #bic #log-likelihood #sur Find (or calculate) log-likelihood value, AIC, and BIC for SUR model (for each equation…

Bounty: 50

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 systemfit.

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 (eqDemand,Supply)?


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