systemfit (version 1.1-30)

model.frame.systemfit: Extracting the Data of a systemfit Object

Description

These functions return the data used by systemfit to estimate a system of equations.

Usage

# S3 method for systemfit
model.frame( formula, ... )
   # S3 method for systemfit.equation
model.frame( formula, ... )

Value

model.frame.systemfit returns a simple data frame (without a 'terms' attribute) that contains all variables used to estimate the entire system of equations.

model.frame.systemfit.equation returns a model frame (data frame with a 'terms' attribute) that contains all variables used to estimate the respective equation.

Arguments

formula

an object of class systemfit or systemfit.equation.

...

currently ignored.

Author

Arne Henningsen

See Also

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

## data used to estimate the entire system
model.frame( fitols )

## data used to estimate the first equation
model.frame( fitols$eq[[ 1 ]] )