systemfit (version 1.1-30)

model.matrix.systemfit: Construct Design Matrices for Systems of Equations

Description

These functions create design matrices from objects returned by systemfit.

Usage

# S3 method for systemfit
model.matrix( object, which = "x", ... )
   # S3 method for systemfit.equation
model.matrix( object, which = "x", ... )

Value

model.matrix.systemfit returns a design matrix to estimate the specified system of equations.

model.matrix.systemfit.equation returns a design matrix to estimate the specified formula of the respective equation.

Arguments

object

an object of class systemfit or systemfit.equation.

which

character string: "x" indicates the usual model matrix of the regressors, "xHat" indicates the model matrix of the fitted regressors, "z" indicates the matrix of instrumental variables.

...

currently ignored.

Author

Arne Henningsen

See Also

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

## design matrix of the entire system
model.matrix( fitols )

## design matrix of the first equation
model.matrix( fitols$eq[[ 1 ]] )