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systemfit (version 0.8-0)

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

0.8-0

License

GPL version 2 or newer

Maintainer

Jeff Hamann

Last Published

March 22nd, 2023

Functions in systemfit (0.8-0)

print.nlsystemfit

Print output of nlsystemfit estimation
fitted.systemfit

Fitted values
nlsystemfit

Nonlinear Equation System Estimation
Kmenta

Partly Artificial Data on the U. S. Economy
GrunfeldTheil

Grunfeld Data as published in Theil (1971)
correlation.systemfit

Correlation between Predictions from Equation i and j
print.confint.systemfit

Print confidence intervals of coefficients
predict.systemfit

Predictions from System Estimation
coef.systemfit

Coefficients of systemfit object
vcov.systemfit

Variance covariance matrix of coefficients
ftest.systemfit

F-test for Equation Systems
GrunfeldGreene

Grunfeld Data as published by Greene (2003)
summary.systemfit

Summary of systemfit estimation
lrtest.systemfit

Likelihood Ratio test for Equation Systems
systemfit-internal

Internal systemfit functions
hausman.systemfit

Hausman Test
residuals.systemfit

Residuals of systemfit object
print.systemfit

Print results of systemfit estimation
se.ratio.systemfit

Ratio of the Standard Errors
summary.nlsystemfit

Summary of nlsystemfit estimation
waldtest.systemfit

Wald-test for Equation Systems
KleinI

Klein Model I
confint.systemfit

Confidence intervals of coefficients
systemfit

Linear Equation System Estimation
ppine

Tree Growth Data for Ponderosa Pine