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systemfit (version 0.5-6)

Simultaneous Equation Estimation Package

Description

This package contains functions for fitting simultaneous systems of equations using Ordinary Least Squares (OLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), and Three-Stage Least Squares (3SLS).

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Version

Install

install.packages('systemfit')

Monthly Downloads

10,803

Version

0.5-6

License

GPL version 2 or newer

Maintainer

Jeff D Hamann

Last Published

March 22nd, 2023

Functions in systemfit (0.5-6)

ols

Ordinary Least Squares Estimation
print.systemfit.twostage

print.systemfit.twostage
hausman

Hausman's Test
print.systemfit.threestage

print.systemfit.threestage
correlation.resids

Correlation matrix of the residuals
summary.systemfit.threestage

summary.systemfit.threestage
print.systemfit.system

print.systemfit.system
summary.systemfit.twostage

summary.systemfit.twostage
print.systemfit.sur

print.systemfit.sur
twostage

Two-Stage Least Squares Estimation
sur

Seemingly Unrelated Regressions Estimation
summary.systemfit.system

summary.systemfit.system
threestage

Three-Stage Least Squares Estimation
print.systemfit.ols

print.systemfit.ols
varcov

Variance-Covariance
summary.systemfit.sur

summary.systemfit.sur
threestage.cov

Variance-Covariance Matrix
summary.systemfit.ols

summary.systemfit.ols
se.ratio

Ratio of the Standard Errors
correlation

Correlation between Predictions from Equation i and j
kmenta

Partly Artificial Data on the U. S. Economy