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systemfit (version 1.1-12)

Estimating Systems of Simultaneous Equations

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), and Three-Stage Least Squares (3SLS).

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Version

Install

install.packages('systemfit')

Monthly Downloads

13,690

Version

1.1-12

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

June 2nd, 2012

Functions in systemfit (1.1-12)

KleinI

Klein Model I
correlation.systemfit

Correlation between Predictions from Equation i and j
fitted.systemfit

Fitted values
model.frame.systemfit

Extracting the Data of a systemfit Object
print.systemfit

Print results of systemfit estimation
systemfit.control

Create list of control parameters for systemfit
createSystemfitModel

Create a Model for systemfit
model.matrix.systemfit

Construct Design Matrices for Systems of Equations
ppine

Tree Growth Data for Ponderosa Pine
nlsystemfit

Nonlinear Equation System Estimation
vcov.systemfit

Variance covariance matrix of coefficients
formula.systemfit

Model Formulae of systemfit Objects
Kmenta

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

Summary of systemfit estimation
confint.systemfit

Confidence intervals of coefficients
GrunfeldGreene

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

Predictions from System Estimation
print.confint.systemfit

Print confidence intervals of coefficients
systemfit

Linear Equation System Estimation
systemfit-internal

Internal systemfit functions
residuals.systemfit

Residuals of systemfit object
linearHypothesis.systemfit

Test Linear Hypothesis
print.nlsystemfit

Print output of nlsystemfit estimation
summary.nlsystemfit

Summary of nlsystemfit estimation
logLik.systemfit

Log-Likelihood value of systemfit object
se.ratio.systemfit

Ratio of the Standard Errors
coef.systemfit

Coefficients of systemfit object
hausman.systemfit

Hausman Test
terms.systemfit

Model Terms of systemfit Objects
lrtest.systemfit

Likelihood Ratio test for Equation Systems