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systemfit (version 0.8-2)

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

0.8-2

License

GPL version 2 or newer

Maintainer

Jeff Hamann

Last Published

March 22nd, 2023

Functions in systemfit (0.8-2)

summary.systemfit

Summary of systemfit estimation
confint.systemfit

Confidence intervals of coefficients
vcov.systemfit

Variance covariance matrix of coefficients
residuals.systemfit

Residuals of systemfit object
predict.systemfit

Predictions from System Estimation
systemfit

Linear Equation System Estimation
systemfit-internal

Internal systemfit functions
coef.systemfit

Coefficients of systemfit object
GrunfeldTheil

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

Correlation between Predictions from Equation i and j
print.nlsystemfit

Print output of nlsystemfit estimation
fitted.systemfit

Fitted values
GrunfeldGreene

Grunfeld Data as published by Greene (2003)
Kmenta

Partly Artificial Data on the U. S. Economy
ftest.systemfit

F-test for Equation Systems
print.systemfit

Print results of systemfit estimation
se.ratio.systemfit

Ratio of the Standard Errors
waldtest.systemfit

Wald-test for Equation Systems
KleinI

Klein Model I
nlsystemfit

Nonlinear Equation System Estimation
hausman.systemfit

Hausman Test
lrtest.systemfit

Likelihood Ratio test for Equation Systems
print.confint.systemfit

Print confidence intervals of coefficients
summary.nlsystemfit

Summary of nlsystemfit estimation
ppine

Tree Growth Data for Ponderosa Pine