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systemfit (version 1.1-30)

Estimating Systems of Simultaneous Equations

Description

Econometric estimation of 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) as suggested, e.g., by Zellner (1962) , Zellner and Theil (1962) , and Schmidt (1990) .

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Version

Install

install.packages('systemfit')

Monthly Downloads

14,263

Version

1.1-30

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

March 22nd, 2023

Functions in systemfit (1.1-30)

GrunfeldGreene

Grunfeld Data as published by Greene (2003)
KleinI

Klein Model I
fitted.systemfit

Fitted values
model.matrix.systemfit

Construct Design Matrices for Systems of Equations
linearHypothesis.systemfit

Test Linear Hypothesis
hausman.systemfit

Hausman Test
predict.systemfit

Predictions from System Estimation
formula.systemfit

Model Formulae of systemfit Objects
ppine

Tree Growth Data for Ponderosa Pine
nlsystemfit

Nonlinear Equation System Estimation
lrtest.systemfit

Likelihood Ratio test for Equation Systems
logLik.systemfit

Log-Likelihood value of systemfit object
model.frame.systemfit

Extracting the Data of a systemfit Object
print.confint.systemfit

Print confidence intervals of coefficients
summary.systemfit

Summary of systemfit estimation
summary.nlsystemfit

Summary of nlsystemfit estimation
residuals.systemfit

Residuals of systemfit object
print.systemfit

Print results of systemfit estimation
se.ratio.systemfit

Ratio of the Standard Errors
systemfit.control

Create list of control parameters for systemfit
systemfit

Linear Equation System Estimation
terms.systemfit

Model Terms of systemfit Objects
print.nlsystemfit

Print output of nlsystemfit estimation
vcov.systemfit

Variance covariance matrix of coefficients
systemfit-internal

Internal systemfit functions
estfun.systemfit

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

Coefficients of systemfit object
confint.systemfit

Confidence intervals of coefficients
Kmenta

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

Correlation between Predictions from Equation i and j
createSystemfitModel

Create a Model for systemfit
bread.systemfit

Bread for Sandwiches