I am trying to fit a SUR model with systemfit package, and I want to make sure some of the coefficients in equation 1 and 2 to be equal.
example:
f1 <- y ~ x1 + x2
f2 <- y ~ x3 + x4
system <- list(eq1 = f1 , eq2 = f2)
model <- systemfit(system, "SUR", data = data, maxit = 100)
How can I constrain the coefficients of x1 and x4 to be equal?