systemfit (version 1.0-4)

model.matrix.systemfit: Construct Design Matrices for Systems of Equations

Description

These functions create design matrices from objects returned by systemfit.

Usage

## S3 method for class 'systemfit':
model.matrix( object, \dots )
   ## S3 method for class 'systemfit.equation':
model.matrix( object, \dots )

Arguments

object

an object of class systemfit or systemfit.equation.

...

currently ignored.

Value

• model.matrix.systemfit returns a design matrix to estimate the specified system of equations.

  model.matrix.systemfit.equation returns a design matrix to estimate the specified formula of the respective equation.

See Also

systemfit, model.matrix, and model.frame.systemfit

Examples

data( "Kmenta" )
eqDemand <- consump ~ price + income
eqSupply <- consump ~ price + farmPrice + trend
system <- list( demand = eqDemand, supply = eqSupply )

## perform OLS of the system
fitols <- systemfit( system, data = Kmenta )

## design matrix of the entire system
model.matrix( fitols )

## design matrix of the first equation
model.matrix( fitols$eq[[ 1 ]] )