Extracting the Data of a systemfit Object

Description

These functions return the data used by systemfit to estimate a system of equations.

Usage

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   ## S3 method for class 'systemfit'
model.frame( formula, ... )

   ## S3 method for class 'systemfit.equation'
model.frame( formula, ... )

Arguments

formula

an object of class systemfit or systemfit.equation.

...

currently ignored.

Value

model.frame.systemfit returns a simple data frame (without a 'terms' attribute) that contains all variables used to estimate the entire system of equations.

model.frame.systemfit.equation returns a model frame (data frame with a 'terms' attribute) that contains all variables used to estimate the respective equation.

Author(s)

Arne Henningsen arne.henningsen@googlemail.com

See Also

systemfit, model.frame, and model.matrix.systemfit

Examples

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

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

## data used to estimate the entire system
model.frame( fitols )

## data used to estimate the first equation
model.frame( fitols$eq[[ 1 ]] )

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