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systemfit (version 0.8-3)

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

13,690

Version

0.8-3

License

GPL version 2 or newer

Maintainer

Arne Henningsen

Last Published

March 22nd, 2023

Functions in systemfit (0.8-3)

predict.systemfit

Predictions from System Estimation
print.nlsystemfit

Print output of nlsystemfit estimation
coef.systemfit

Coefficients of systemfit object
waldtest.systemfit

Wald-test for Equation Systems
GrunfeldGreene

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

Likelihood Ratio test for Equation Systems
summary.systemfit

Summary of systemfit estimation
vcov.systemfit

Variance covariance matrix of coefficients
systemfit-internal

Internal systemfit functions
systemfit

Linear Equation System Estimation
ftest.systemfit

F-test for Equation Systems
Kmenta

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

Fitted values
confint.systemfit

Confidence intervals of coefficients
print.confint.systemfit

Print confidence intervals of coefficients
correlation.systemfit

Correlation between Predictions from Equation i and j
residuals.systemfit

Residuals of systemfit object
print.systemfit

Print results of systemfit estimation
GrunfeldTheil

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

Hausman Test
KleinI

Klein Model I
summary.nlsystemfit

Summary of nlsystemfit estimation
se.ratio.systemfit

Ratio of the Standard Errors
nlsystemfit

Nonlinear Equation System Estimation
ppine

Tree Growth Data for Ponderosa Pine