system: Build and solve system for beta coefficient estimates

In panelSUR: Two-Way Error Component SUR Systems Estimation on Unbalanced Panel Data

Build and solve system for beta coefficient estimates

Description

This function aims to built and solve the system in order to obtain beta coefficient estimates.

Usage

system(modelFrame=modelFrame,
       firstEstimate=firstEstimate,
       matrices=matrices)

Arguments

modelFrame	an object of the class prepareData,
firstEstimate	an object of the class preliminaryEstimate,
matrices	an object of the class obtainSigmas.

Value

An object of class system, which is a list of the following elements:

BsurQ	vector of the coefficient estimates of the system equations, taking into account only the first appearance of those affected by restrictions,
std_error	vector of the standard errors of the coefficient estimates, taking into account only the first appearance of those affected by restrictions,
t_stat	vector of the t-statistics associated to the coefficient estimates, taking into account only the first appearance of those affected by restrictions,
p_value	vector of the p-values associated to the t-statistics.

panelSUR documentation built on May 29, 2024, 2:01 a.m.