systemfit1.1-30 package

Estimating Systems of Simultaneous Equations

bread.systemfit

Bread for Sandwiches

coef.systemfit

Coefficients of systemfit object

confint.systemfit

Confidence intervals of coefficients

correlation.systemfit

Correlation between Predictions from Equation i and j

createSystemfitModel

Create a Model for systemfit

estfun.systemfit

Extract Gradients of the Objective Function at each Observation

fitted.systemfit

Fitted values

formula.systemfit

Model Formulae of systemfit Objects

hausman.systemfit

Hausman Test

KleinI

Klein Model I

Kmenta

Partly Artificial Data on the U. S. Economy

linear.hypothesis.systemfit

Test Linear Hypothesis

logLik.systemfit

Log-Likelihood value of systemfit object

lrtest.systemfit

Likelihood Ratio test for Equation Systems

model.frame.systemfit

Extracting the Data of a systemfit Object

model.matrix.systemfit

Construct Design Matrices for Systems of Equations

nlsystemfit

Nonlinear Equation System Estimation

ppine

Tree Growth Data for Ponderosa Pine

predict.systemfit

Predictions from System Estimation

print.confint.systemfit

Print confidence intervals of coefficients

print.nlsystemfit.system

Print output of nlsystemfit estimation

print.systemfit

Print results of systemfit estimation

residuals.systemfit

Residuals of systemfit object

se.ratio.systemfit

Ratio of the Standard Errors

summary.nlsystemfit.system

Summary of nlsystemfit estimation

summary.systemfit

Summary of systemfit estimation

systemfit-internal

Internal systemfit functions

systemfit.control

Create list of control parameters for systemfit

systemfit

Linear Equation System Estimation

terms.systemfit

Model Terms of systemfit Objects

vcov.systemfit

Variance covariance matrix of coefficients

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) <doi:10.2307/2281644>, Zellner and Theil (1962) <doi:10.2307/1911287>, and Schmidt (1990) <doi:10.1016/0304-4076(90)90127-F>.