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 publication2015-08-27 08:59:54
MaintainerArne Henningsen <arne.henningsen@gmail.com>
LicenseGPL (>= 2)
Version1.1-19
http://www.systemfit.org

View on R-Forge

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/DESCRIPTION
systemfit/NAMESPACE
systemfit/NEWS
systemfit/R
systemfit/R/bread.systemfit.R systemfit/R/calcFittedRegMat.R systemfit/R/calcGLS.R systemfit/R/calcResidCov.R systemfit/R/confint.systemfit.R systemfit/R/createSystemfitModel.R systemfit/R/estfun.systemfit.R systemfit/R/fiml.R systemfit/R/formula.systemfit.R systemfit/R/ftest.R systemfit/R/hausman.R systemfit/R/linear.hypothesis.R systemfit/R/logLik.R systemfit/R/lrtest.R systemfit/R/model.matrix.systemfit.R
systemfit/R/nlsystemfit.r
systemfit/R/nobs.systemfit.R systemfit/R/predict.systemfit.R systemfit/R/prepareData.R systemfit/R/print.systemfit.R systemfit/R/smallMethods.R systemfit/R/stackMatList.R systemfit/R/summary.systemfit.R systemfit/R/systemfit.R systemfit/R/systemfit.control.R systemfit/R/systemfitPanel.R systemfit/R/terms.systemfit.R
systemfit/build
systemfit/build/vignette.rds
systemfit/data
systemfit/data/GrunfeldGreene.rda
systemfit/data/KleinI.txt.bz2
systemfit/data/Kmenta.txt.gz
systemfit/data/ppine.txt.bz2
systemfit/inst
systemfit/inst/CITATION
systemfit/inst/doc
systemfit/inst/doc/systemfit.R
systemfit/inst/doc/systemfit.Rnw
systemfit/inst/doc/systemfit.bib
systemfit/inst/doc/systemfit.pdf
systemfit/man
systemfit/man/GrunfeldGreene.Rd systemfit/man/KleinI.Rd systemfit/man/Kmenta.Rd systemfit/man/bread.systemfit.Rd systemfit/man/coef.systemfit.Rd systemfit/man/confint.systemfit.Rd systemfit/man/correlation.systemfit.Rd systemfit/man/createSystemfitModel.Rd systemfit/man/estfun.systemfit.Rd systemfit/man/fitted.systemfit.Rd systemfit/man/formula.systemfit.Rd systemfit/man/hausman.systemfit.Rd systemfit/man/linear.hypothesis.systemfit.Rd systemfit/man/logLik.systemfit.Rd systemfit/man/lrtest.systemfit.Rd systemfit/man/model.frame.systemfit.Rd systemfit/man/model.matrix.systemfit.Rd systemfit/man/nlsystemfit.Rd systemfit/man/ppine.Rd systemfit/man/predict.systemfit.Rd systemfit/man/print.confint.systemfit.Rd systemfit/man/print.nlsystemfit.system.Rd systemfit/man/print.systemfit.Rd systemfit/man/residuals.systemfit.Rd systemfit/man/se.ratio.systemfit.Rd systemfit/man/summary.nlsystemfit.system.Rd systemfit/man/summary.systemfit.Rd systemfit/man/systemfit-internal.Rd systemfit/man/systemfit.Rd systemfit/man/systemfit.control.Rd systemfit/man/terms.systemfit.Rd systemfit/man/vcov.systemfit.Rd
systemfit/tests
systemfit/tests/KleinI.R
systemfit/tests/KleinI.Rout.save
systemfit/tests/KleinI_noMat.R
systemfit/tests/KleinI_noMat.Rout.save
systemfit/tests/test_2sls.R
systemfit/tests/test_2sls.Rout.save
systemfit/tests/test_3sls.R
systemfit/tests/test_3sls.Rout.save
systemfit/tests/test_hausman.R
systemfit/tests/test_hausman.Rout.save
systemfit/tests/test_ols.R
systemfit/tests/test_ols.Rout.save
systemfit/tests/test_panel.R
systemfit/tests/test_panel.Rout.save
systemfit/tests/test_sur.R
systemfit/tests/test_sur.Rout.save
systemfit/tests/test_w2sls.R
systemfit/tests/test_w2sls.Rout.save
systemfit/tests/test_wls.R
systemfit/tests/test_wls.Rout.save
systemfit/vignettes
systemfit/vignettes/.install_extras
systemfit/vignettes/aux2bib_systemfit.sh
systemfit/vignettes/runSweave.sh
systemfit/vignettes/systemfit.Rnw
systemfit/vignettes/systemfit.bib

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