Construct Design Matrices for Systems of Equations

Description

These functions create design matrices from objects returned by systemfit.

Usage

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   ## S3 method for class 'systemfit'
model.matrix( object, which = "x", ... )

   ## S3 method for class 'systemfit.equation'
model.matrix( object, which = "x", ... )

Arguments

object

an object of class systemfit or systemfit.equation.

which

character string: "x" indicates the usual model matrix of the regressors, "xHat" indicates the model matrix of the fitted regressors, "z" indicates the matrix of instrumental variables.

...

currently ignored.

Value

model.matrix.systemfit returns a design matrix to estimate the specified system of equations.

model.matrix.systemfit.equation returns a design matrix to estimate the specified formula of the respective equation.

Author(s)

Arne Henningsen arne.henningsen@googlemail.com

See Also

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

## design matrix of the entire system
model.matrix( fitols )

## design matrix of the first equation
model.matrix( fitols$eq[[ 1 ]] )

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