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systemfit (version 1.1-4)

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

1.1-4

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

August 7th, 2009

Functions in systemfit (1.1-4)

KleinI

Klein Model I
lrtest.systemfit

Likelihood Ratio test for Equation Systems
hausman.systemfit

Hausman Test
predict.systemfit

Predictions from System Estimation
Kmenta

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

Correlation between Predictions from Equation i and j
summary.systemfit

Summary of systemfit estimation
confint.systemfit

Confidence intervals of coefficients
se.ratio.systemfit

Ratio of the Standard Errors
residuals.systemfit

Residuals of systemfit object
coef.systemfit

Coefficients of systemfit object
model.matrix.systemfit

Construct Design Matrices for Systems of Equations
systemfit.control

Create list of control parameters for systemfit
systemfit-internal

Internal systemfit functions
print.confint.systemfit

Print confidence intervals of coefficients
nlsystemfit

Nonlinear Equation System Estimation
GrunfeldGreene

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

Model Terms of systemfit Objects
systemfit

Linear Equation System Estimation
model.frame.systemfit

Extracting the Data of a systemfit Object
fitted.systemfit

Fitted values
createSystemfitModel

Create a Model for systemfit
linear.hypothesis.systemfit

Test Linear Hypothesis
summary.nlsystemfit

Summary of nlsystemfit estimation
vcov.systemfit

Variance covariance matrix of coefficients
print.nlsystemfit

Print output of nlsystemfit estimation
print.systemfit

Print results of systemfit estimation
logLik.systemfit

Log-Likelihood value of systemfit object
formula.systemfit

Model Formulae of systemfit Objects
ppine

Tree Growth Data for Ponderosa Pine