systemfit (version 0.7-3)

confint.systemfit: Confidence intervals of coefficients

Description

This function calculates the confidence intervals of the coefficients of one equation from an object returned by systemfit.

Usage

## S3 method for class 'systemfit':
confint( object, parm = NULL, level = 0.95, \dots )

Arguments

object

an object of type systemfit.

parm

not use yet.

level

confidence level.

...

other arguments.

Value

• An object of class confint.systemfit, which is a matrix with columns giving lower and upper confidence limits for each estimated coefficient. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in

See Also

systemfit, confint.systemfit.equation, print.confint.systemfit and confint

Examples

library( systemfit )

data( kmenta )
attach( kmenta )
demand <- q ~ p + d
supply <- q ~ p + f + a
labels <- list( "demand", "supply" )
system <- list( demand, supply )

## perform OLS on each of the equations in the system
fitols <- systemfit( "OLS", system, labels )

## print the confidence interval of the coefficients
confint( fitols )