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systemfit (version 1.1-16)

Estimating Systems of Simultaneous Equations

Description

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

1.1-16

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

June 9th, 2015

Functions in systemfit (1.1-16)

systemfit.control

Create list of control parameters for systemfit
lrtest.systemfit

Likelihood Ratio test for Equation Systems
estfun.systemfit

Extract Gradients of the Objective Function at each Observation
hausman.systemfit

Hausman Test
residuals.systemfit

Residuals of systemfit object
fitted.systemfit

Fitted values
print.systemfit

Print results of systemfit estimation
formula.systemfit

Model Formulae of systemfit Objects
summary.nlsystemfit

Summary of nlsystemfit estimation
createSystemfitModel

Create a Model for systemfit
model.frame.systemfit

Extracting the Data of a systemfit Object
logLik.systemfit

Log-Likelihood value of systemfit object
bread.systemfit

Bread for Sandwiches
model.matrix.systemfit

Construct Design Matrices for Systems of Equations
vcov.systemfit

Variance covariance matrix of coefficients
ppine

Tree Growth Data for Ponderosa Pine
print.nlsystemfit

Print output of nlsystemfit estimation
linearHypothesis.systemfit

Test Linear Hypothesis
summary.systemfit

Summary of systemfit estimation
print.confint.systemfit

Print confidence intervals of coefficients
Kmenta

Partly Artificial Data on the U. S. Economy
se.ratio.systemfit

Ratio of the Standard Errors
predict.systemfit

Predictions from System Estimation
systemfit

Linear Equation System Estimation
KleinI

Klein Model I
nlsystemfit

Nonlinear Equation System Estimation
correlation.systemfit

Correlation between Predictions from Equation i and j
terms.systemfit

Model Terms of systemfit Objects
coef.systemfit

Coefficients of systemfit object
GrunfeldGreene

Grunfeld Data as published by Greene (2003)
systemfit-internal

Internal systemfit functions
confint.systemfit

Confidence intervals of coefficients