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systemfit (version 0.7-3)

Simultaneous Equation Estimation Package

Description

This package contains functions for fitting simultaneous systems of linear and nonlinear equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), Weighted Two-Stage Least Squares (W2SLS), Three-Stage Least Squares (3SLS), and Weighted Three-Stage Least Squares (W3SLS).

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Version

Install

install.packages('systemfit')

Monthly Downloads

12,744

Version

0.7-3

License

GPL version 2 or newer

Maintainer

Jeff Hamann

Last Published

March 22nd, 2023

Functions in systemfit (0.7-3)

hausman.systemfit

Hausman's Test
lrtest.systemfit

Likelihood Ratio test for Equation Systems
print.nlsystemfit.system

print.nlsystemfit.system
coef.systemfit

Coefficients of systemfit object
fitted.systemfit

Fitted values
coef.systemfit.equation

Coefficients of systemfit equation
correlation.systemfit

Correlation between Predictions from Equation i and j
predict.systemfit.equation

Predictions from Equation System Estimation
nlsystemfit

Nonlinear Equation System Estimation
vcov.systemfit

Variance covariance matrix of coefficients
summary.nlsystemfit.equation

summary.nlsystemfit.equation
systemfit-internal

Internal systemfit functions
summary.nlsystemfit.system

summary.nlsystemfit.system
summary.systemfit.equation

Print output of systemfit estimation
confint.systemfit

Confidence intervals of coefficients
print.systemfit.equation

Print output of systemfit estimation
systemfit

Equation System Estimation
confint.systemfit.equation

Confidence intervals of coefficients
print.confint.systemfit

Print confidence intervals of coefficients
predict.systemfit

Predictions from Equation System Estimation
print.systemfit

Print output of systemfit estimation
fitted.systemfit.equation

Fitted values
se.ratio.systemfit

Ratio of the Standard Errors
residuals.systemfit.equation

Residuals of systemfit equation
print.nlsystemfit.equation

print.nlsystemfit.equation
residuals.systemfit

Residuals of systemfit object
vcov.systemfit.equation

Variance covariance matrix of coefficients
summary.systemfit

Print output of systemfit estimation
kmenta

Partly Artificial Data on the U. S. Economy
ppine

Tree Growth Data for Ponderosa Pine