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systemfit (version 0.7-1)

Simultaneous Equation Estimation Package

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), Three-Stage Least Squares (3SLS), and Weighted Three-Stage Least Squares (W3SLS).

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Version

Install

install.packages('systemfit')

Monthly Downloads

10,803

Version

0.7-1

License

GPL version 2 or newer

Maintainer

Jeff Hamann

Last Published

March 22nd, 2023

Functions in systemfit (0.7-1)

correlation.systemfit

Correlation between Predictions from Equation i and j
nlsystemfit

Nonlinear Equation System Estimation
systemfit-internal

Internal systemfit functions
summary.nlsystemfit.equation

summary.nlsystemfit.equation
print.nlsystemfit.equation

print.nlsystemfit.equation
print.systemfit.system

print.systemfit.system
print.nlsystemfit.system

print.nlsystemfit.system
summary.nlsystemfit.system

summary.nlsystemfit.system
se.ratio.systemfit

Ratio of the Standard Errors
summary.systemfit.system

summary.systemfit.system
summary.systemfit.equation

summary.systemfit.equation
print.systemfit.equation

print.systemfit.equation
lrtest.systemfit

Likelihood Ratio test for Equation Systems
systemfit

Equation System Estimation
prediction.systemfit

Predictions from Equation System Estimation
hausman.systemfit

Hausman's Test
kmenta

Partly Artificial Data on the U. S. Economy
ppine

Tree Growth Data for Ponderosa Pine