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systemfit (version 1.1-14)

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

1.1-14

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

November 18th, 2012

Functions in systemfit (1.1-14)

estfun.systemfit

Extract Gradients of the Objective Function at each Observation
Kmenta

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

Correlation between Predictions from Equation i and j
coef.systemfit

Coefficients of systemfit object
model.frame.systemfit

Extracting the Data of a systemfit Object
GrunfeldGreene

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

Variance covariance matrix of coefficients
createSystemfitModel

Create a Model for systemfit
print.nlsystemfit

Print output of nlsystemfit estimation
fitted.systemfit

Fitted values
KleinI

Klein Model I
systemfit.control

Create list of control parameters for systemfit
se.ratio.systemfit

Ratio of the Standard Errors
summary.nlsystemfit

Summary of nlsystemfit estimation
confint.systemfit

Confidence intervals of coefficients
model.matrix.systemfit

Construct Design Matrices for Systems of Equations
predict.systemfit

Predictions from System Estimation
ppine

Tree Growth Data for Ponderosa Pine
terms.systemfit

Model Terms of systemfit Objects
logLik.systemfit

Log-Likelihood value of systemfit object
nlsystemfit

Nonlinear Equation System Estimation
lrtest.systemfit

Likelihood Ratio test for Equation Systems
linearHypothesis.systemfit

Test Linear Hypothesis
hausman.systemfit

Hausman Test
bread.systemfit

Bread for Sandwiches
systemfit

Linear Equation System Estimation
residuals.systemfit

Residuals of systemfit object
print.confint.systemfit

Print confidence intervals of coefficients
summary.systemfit

Summary of systemfit estimation
print.systemfit

Print results of systemfit estimation
systemfit-internal

Internal systemfit functions
formula.systemfit

Model Formulae of systemfit Objects