systemfit: Estimating Systems of Simultaneous Equations

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

Author
Arne Henningsen and Jeff D. Hamann
Date of publication
2015-08-27 10:31:01
Maintainer
Arne Henningsen <arne.henningsen@gmail.com>
License
GPL (>= 2)
Version
1.1-18
URLs

View on CRAN

Man pages

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...
fitted.systemfit
Fitted values
formula.systemfit
Model Formulae of systemfit Objects
GrunfeldGreene
Grunfeld Data as published by Greene (2003)
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
Linear Equation System Estimation
systemfit.control
Create list of control parameters for systemfit
systemfit-internal
Internal systemfit functions
terms.systemfit
Model Terms of systemfit Objects
vcov.systemfit
Variance covariance matrix of coefficients

Files in this package

systemfit
systemfit/inst
systemfit/inst/CITATION
systemfit/inst/doc
systemfit/inst/doc/systemfit.pdf
systemfit/inst/doc/systemfit.bib
systemfit/inst/doc/systemfit.R
systemfit/inst/doc/systemfit.Rnw
systemfit/tests
systemfit/tests/test_wls.R
systemfit/tests/test_hausman.R
systemfit/tests/KleinI.R
systemfit/tests/KleinI_noMat.R
systemfit/tests/test_ols.R
systemfit/tests/test_w2sls.Rout.save
systemfit/tests/test_panel.R
systemfit/tests/KleinI.Rout.save
systemfit/tests/test_w2sls.R
systemfit/tests/test_3sls.Rout.save
systemfit/tests/test_2sls.Rout.save
systemfit/tests/test_3sls.R
systemfit/tests/KleinI_noMat.Rout.save
systemfit/tests/test_sur.Rout.save
systemfit/tests/test_sur.R
systemfit/tests/test_2sls.R
systemfit/tests/test_wls.Rout.save
systemfit/tests/test_hausman.Rout.save
systemfit/tests/test_ols.Rout.save
systemfit/tests/test_panel.Rout.save
systemfit/NAMESPACE
systemfit/NEWS
systemfit/data
systemfit/data/Kmenta.txt.gz
systemfit/data/GrunfeldGreene.rda
systemfit/data/ppine.txt.gz
systemfit/data/KleinI.txt.gz
systemfit/R
systemfit/R/createSystemfitModel.R
systemfit/R/prepareData.R
systemfit/R/print.systemfit.R
systemfit/R/lrtest.R
systemfit/R/logLik.R
systemfit/R/formula.systemfit.R
systemfit/R/estfun.systemfit.R
systemfit/R/calcResidCov.R
systemfit/R/fiml.R
systemfit/R/nlsystemfit.r
systemfit/R/calcFittedRegMat.R
systemfit/R/terms.systemfit.R
systemfit/R/confint.systemfit.R
systemfit/R/stackMatList.R
systemfit/R/calcGLS.R
systemfit/R/systemfit.control.R
systemfit/R/model.matrix.systemfit.R
systemfit/R/ftest.R
systemfit/R/systemfitPanel.R
systemfit/R/bread.systemfit.R
systemfit/R/smallMethods.R
systemfit/R/systemfit.R
systemfit/R/hausman.R
systemfit/R/nobs.systemfit.R
systemfit/R/summary.systemfit.R
systemfit/R/linear.hypothesis.R
systemfit/R/predict.systemfit.R
systemfit/vignettes
systemfit/vignettes/.install_extras
systemfit/vignettes/runSweave.sh
systemfit/vignettes/systemfit.bib
systemfit/vignettes/aux2bib_systemfit.sh
systemfit/vignettes/systemfit.Rnw
systemfit/MD5
systemfit/build
systemfit/build/vignette.rds
systemfit/DESCRIPTION
systemfit/man
systemfit/man/formula.systemfit.Rd
systemfit/man/print.systemfit.Rd
systemfit/man/KleinI.Rd
systemfit/man/print.confint.systemfit.Rd
systemfit/man/nlsystemfit.Rd
systemfit/man/model.frame.systemfit.Rd
systemfit/man/confint.systemfit.Rd
systemfit/man/ppine.Rd
systemfit/man/systemfit.control.Rd
systemfit/man/Kmenta.Rd
systemfit/man/hausman.systemfit.Rd
systemfit/man/summary.nlsystemfit.system.Rd
systemfit/man/print.nlsystemfit.system.Rd
systemfit/man/terms.systemfit.Rd
systemfit/man/se.ratio.systemfit.Rd
systemfit/man/predict.systemfit.Rd
systemfit/man/logLik.systemfit.Rd
systemfit/man/estfun.systemfit.Rd
systemfit/man/lrtest.systemfit.Rd
systemfit/man/systemfit-internal.Rd
systemfit/man/coef.systemfit.Rd
systemfit/man/residuals.systemfit.Rd
systemfit/man/createSystemfitModel.Rd
systemfit/man/vcov.systemfit.Rd
systemfit/man/fitted.systemfit.Rd
systemfit/man/correlation.systemfit.Rd
systemfit/man/summary.systemfit.Rd
systemfit/man/GrunfeldGreene.Rd
systemfit/man/systemfit.Rd
systemfit/man/bread.systemfit.Rd
systemfit/man/model.matrix.systemfit.Rd
systemfit/man/linear.hypothesis.systemfit.Rd