Package: systemfit 1.1-31
systemfit: Estimating Systems of Simultaneous Equations
Econometric estimation of 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) as suggested, e.g., by Zellner (1962) <doi:10.2307/2281644>, Zellner and Theil (1962) <doi:10.2307/1911287>, and Schmidt (1990) <doi:10.1016/0304-4076(90)90127-F>.
Authors:
systemfit_1.1-31.tar.gz
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systemfit.pdf |systemfit.html✨
systemfit/json (API)
NEWS
# Install 'systemfit' in R: |
install.packages('systemfit', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://r-forge.r-project.org/projects/systemfit
- GrunfeldGreene - Grunfeld Data as published by Greene
- KleinI - Klein Model I
- Kmenta - Partly Artificial Data on the U. S. Economy
- ppine - Tree Growth Data for Ponderosa Pine
Last updated 1 years agofrom:0c0d56e2d2. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Aug 18 2024 |
R-4.5-win | OK | Aug 18 2024 |
R-4.5-linux | OK | Aug 18 2024 |
R-4.4-win | OK | Aug 18 2024 |
R-4.4-mac | OK | Aug 18 2024 |
R-4.3-win | OK | Aug 18 2024 |
R-4.3-mac | OK | Aug 18 2024 |
Exports:correlation.systemfitcreateSystemfitModelhausman.systemfitnlsystemfitse.ratio.systemfitsystemfitsystemfit.control
Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfansifarverFormulagenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6RColorBrewerRcppRcppEigenrlangsandwichscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrzoo