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systemfit (version 0.7-4)

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

13,690

Version

0.7-4

License

GPL version 2 or newer

Maintainer

Jeff Hamann

Last Published

March 22nd, 2023

Functions in systemfit (0.7-4)

coef.systemfit.equation

Coefficients of systemfit equation
print.nlsystemfit.system

print.nlsystemfit.system
residuals.systemfit.equation

Residuals of systemfit equation
confint.systemfit

Confidence intervals of coefficients
systemfit-internal

Internal systemfit functions
residuals.systemfit

Residuals of systemfit object
predict.systemfit.equation

Predictions from Equation System Estimation
print.nlsystemfit.equation

print.nlsystemfit.equation
lrtest.systemfit

Likelihood Ratio test for Equation Systems
print.systemfit.equation

Print output of systemfit estimation
predict.systemfit

Predictions from Equation System Estimation
fitted.systemfit.equation

Fitted values
confint.systemfit.equation

Confidence intervals of coefficients
print.systemfit

Print output of systemfit estimation
fitted.systemfit

Fitted values
se.ratio.systemfit

Ratio of the Standard Errors
hausman.systemfit

Hausman's Test
coef.systemfit

Coefficients of systemfit object
summary.nlsystemfit.system

summary.nlsystemfit.system
summary.systemfit.equation

Print output of systemfit estimation
summary.systemfit

Print output of systemfit estimation
summary.nlsystemfit.equation

summary.nlsystemfit.equation
vcov.systemfit.equation

Variance covariance matrix of coefficients
nlsystemfit

Nonlinear Equation System Estimation
correlation.systemfit

Correlation between Predictions from Equation i and j
vcov.systemfit

Variance covariance matrix of coefficients
systemfit

Equation System Estimation
print.confint.systemfit

Print confidence intervals of coefficients
ppine

Tree Growth Data for Ponderosa Pine
kmenta

Partly Artificial Data on the U. S. Economy