panelSUR (version 0.1.0)

system: Build and solve system for beta coefficient estimates

Description

This function aims to built and solve the system in order to obtain beta coefficient estimates.

Usage

system(modelFrame=modelFrame,
       firstEstimate=firstEstimate,
       matrices=matrices)

Value

An object of class system, which is a list of the following elements:

BsurQ

vector of the coefficient estimates of the system equations, taking into account only the first appearance of those affected by restrictions,

std_error

vector of the standard errors of the coefficient estimates, taking into account only the first appearance of those affected by restrictions,

t_stat

vector of the t-statistics associated to the coefficient estimates, taking into account only the first appearance of those affected by restrictions,

p_value

vector of the p-values associated to the t-statistics.

Arguments

modelFrame

an object of the class prepareData,

firstEstimate

an object of the class preliminaryEstimate,

matrices

an object of the class obtainSigmas.