systemfit: Estimating Systems of Simultaneous Equations

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).

AuthorArne Henningsen and Jeff D. Hamann
Date of publication2017-03-09 15:24:02
MaintainerArne Henningsen <arne.henningsen@gmail.com>
LicenseGPL (>= 2)
Version1.1-20
http://www.systemfit.org

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

Functions

bread.systemfit Man page
coef.summary.systemfit Man page
coef.summary.systemfit.equation Man page
coef.systemfit Man page
coef.systemfit.equation Man page
confint.systemfit Man page
confint.systemfit.equation Man page
correlation.systemfit Man page
createSystemfitModel Man page
estfun.systemfit Man page
fitted.systemfit Man page
fitted.systemfit.equation Man page
formula.systemfit Man page
formula.systemfit.equation Man page
GrunfeldGreene Man page
hausman.systemfit Man page
KleinI Man page
Kmenta Man page
knls Man page
linearHypothesis.systemfit Man page
logLik.systemfit Man page
lrtest.systemfit Man page
model.frame.systemfit Man page
model.frame.systemfit.equation Man page
model.matrix.systemfit Man page
model.matrix.systemfit.equation Man page
nlsystemfit Man page
ppine Man page
predict.systemfit Man page
predict.systemfit.equation Man page
print.confint.systemfit Man page
print.nlsystemfit.equation Man page
print.nlsystemfit.system Man page
print.summary.systemfit Man page
print.summary.systemfit.equation Man page
print.systemfit Man page
print.systemfit.equation Man page
residuals.systemfit Man page
residuals.systemfit.equation Man page
se.ratio.systemfit Man page
summary.nlsystemfit.equation Man page
summary.nlsystemfit.system Man page
summary.systemfit Man page
summary.systemfit.equation Man page
systemfit Man page
systemfit.control Man page
terms.systemfit Man page
terms.systemfit.equation Man page
vcov.systemfit Man page
vcov.systemfit.equation Man page

Files

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/zzz.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

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