# confint.systemfit: Confidence intervals of coefficients In systemfit: Estimating Systems of Simultaneous Equations

 confint.systemfit R Documentation

## Confidence intervals of coefficients

### Description

These functions calculate the confidence intervals of the coefficients from an object returned by `systemfit`.

### Usage

``````   ## S3 method for class 'systemfit'
confint( object, parm = NULL, level = 0.95,
useDfSys = NULL, ... )

## S3 method for class 'systemfit.equation'
confint( object, parm, level = 0.95,
useDfSys = NULL, ... )
``````

### Arguments

 `object` an object of class `systemfit` or `systemfit.equation`. `parm` not used yet. `level` confidence level. `useDfSys` logical. Use the degrees of freedom of the whole system (in place of the degrees of freedom of the single equation) to calculate the confidence intervals of the coefficients. If it not specified (`NULL`), it is set to `TRUE` if restrictions on the coefficients are imposed and `FALSE` otherwise. `...` other arguments.

### Value

An object of class `confint.systemfit`, which is a matrix with columns giving lower and upper confidence limits for each estimated coefficient. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in % (by default 2.5% and 97.5%).

### Author(s)

`systemfit`, `print.confint.systemfit`, `confint`

### Examples

``````data( "Kmenta" )
eqDemand <- consump ~ price + income
eqSupply <- consump ~ price + farmPrice + trend
system <- list( demand = eqDemand, supply = eqSupply )

## perform OLS on each of the equations in the system
fitols <- systemfit( system, data = Kmenta )

## confidence intervals of all coefficients
confint( fitols )

## confidence intervals of the coefficients of the first equation
confint( fitols\$eq[[1]] )

## confidence intervals of the coefficients of the second equation
confint( fitols\$eq[[2]] )
``````

systemfit documentation built on March 31, 2023, 9:26 p.m.