thsls-package: Three-stage Least Squares Estimation for Systems of...

Description Details Author(s) Examples

Description

Fit the Simultaneous Systems of Linear Equations using Three-stage Least Squares.

Details

Package: thsls
Type: Package
Version: 1.0
Date: 2015-04-03
License: GPL-3

In this package, we apply the Three-stage Least Squares to fit a simultaneous systems of linear equations.

Author(s)

Zaghdoudi Taha

Zaghdoudi Taha <[email protected]>

Examples

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#Create some data
pib<-as.matrix(c(12,3,4,0.4,0.7,5,0.7,0.3,0.6,89,7,8,45,7,4,5,0.5,5),nrows=18,ncols=1)
tir<-as.matrix(c(12,0.3,4,0.4,7,12,3.0,6.0,45,7.0,0.8,44,65,23,4,6,76,9),nrows=18,ncols=1)
inf<-as.matrix(c(1.2,3.6,44,1.4,0.78,54,0.34,0.66,12,0.7,8.0,12,65,43,5,76,65,8),nrows=18,ncols=1)
npl<-as.matrix(c(0.2,3.8,14,2.4,1.7,43,0.2,0.5,23,7.8,88,36,65,3,44,65,7,34),nrows=18,ncols=1)
# create a data frame
mdata<-data.frame(p=pib,t=tir,int=inf,np=npl)
# fit the Three-stage least squares model
reg<-tsls(t~p+int|p+np,mdata)
summary(reg)

thsls documentation built on May 29, 2017, 7:24 p.m.