Estimating Systems of Simultaneous Equations
Bread for Sandwiches
Coefficients of systemfit object
Confidence intervals of coefficients
Correlation between Predictions from Equation i and j
Create a Model for systemfit
Extract Gradients of the Objective Function at each Observation
Fitted values
Model Formulae of systemfit Objects
Hausman Test
Klein Model I
Partly Artificial Data on the U. S. Economy
Test Linear Hypothesis
Log-Likelihood value of systemfit object
Likelihood Ratio test for Equation Systems
Extracting the Data of a systemfit Object
Construct Design Matrices for Systems of Equations
Nonlinear Equation System Estimation
Tree Growth Data for Ponderosa Pine
Predictions from System Estimation
Print confidence intervals of coefficients
Print output of nlsystemfit estimation
Print results of systemfit estimation
Residuals of systemfit object
Ratio of the Standard Errors
Summary of nlsystemfit estimation
Summary of systemfit estimation
Internal systemfit functions
Create list of control parameters for systemfit
Linear Equation System Estimation
Model Terms of systemfit Objects
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>.