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systemfit (version 1.1-18)

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

12,744

Version

1.1-18

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

August 27th, 2015

Functions in systemfit (1.1-18)

nlsystemfit

Nonlinear Equation System Estimation
estfun.systemfit

Extract Gradients of the Objective Function at each Observation
Kmenta

Partly Artificial Data on the U. S. Economy
GrunfeldGreene

Grunfeld Data as published by Greene (2003)
print.confint.systemfit

Print confidence intervals of coefficients
systemfit

Linear Equation System Estimation
KleinI

Klein Model I
se.ratio.systemfit

Ratio of the Standard Errors
summary.systemfit

Summary of systemfit estimation
hausman.systemfit

Hausman Test
systemfit-internal

Internal systemfit functions
summary.nlsystemfit

Summary of nlsystemfit estimation
residuals.systemfit

Residuals of systemfit object
bread.systemfit

Bread for Sandwiches
ppine

Tree Growth Data for Ponderosa Pine
linearHypothesis.systemfit

Test Linear Hypothesis
formula.systemfit

Model Formulae of systemfit Objects
vcov.systemfit

Variance covariance matrix of coefficients
terms.systemfit

Model Terms of systemfit Objects
predict.systemfit

Predictions from System Estimation
createSystemfitModel

Create a Model for systemfit
logLik.systemfit

Log-Likelihood value of systemfit object
print.nlsystemfit

Print output of nlsystemfit estimation
coef.systemfit

Coefficients of systemfit object
model.matrix.systemfit

Construct Design Matrices for Systems of Equations
print.systemfit

Print results of systemfit estimation
correlation.systemfit

Correlation between Predictions from Equation i and j
lrtest.systemfit

Likelihood Ratio test for Equation Systems
systemfit.control

Create list of control parameters for systemfit
confint.systemfit

Confidence intervals of coefficients
fitted.systemfit

Fitted values
model.frame.systemfit

Extracting the Data of a systemfit Object