Package: systemfit 1.1-31

Arne Henningsen

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:Arne Henningsen and Jeff D. Hamann

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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'))

Peer review:

Bug tracker:https://r-forge.r-project.org/projects/systemfit

Datasets:
  • 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

On CRAN:

8.93 score 20 packages 432 scripts 18k downloads 9 mentions 7 exports 63 dependencies

Last updated 2 years agofrom:0c0d56e2d2. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 16 2024
R-4.5-winOKDec 16 2024
R-4.5-linuxOKDec 16 2024
R-4.4-winOKDec 16 2024
R-4.4-macOKDec 16 2024
R-4.3-winOKDec 16 2024
R-4.3-macOKDec 16 2024

Exports:correlation.systemfitcreateSystemfitModelhausman.systemfitnlsystemfitse.ratio.systemfitsystemfitsystemfit.control

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfansifarverFormulagenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6RColorBrewerRcppRcppEigenrlangsandwichscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrzoo

Systemfit

Rendered fromsystemfit.Rnwusingknitr::knitron Dec 16 2024.

Last update: 2022-06-20
Started: 2011-11-11

Readme and manuals

Help Manual

Help pageTopics
Bread for Sandwichesbread.systemfit
Coefficients of systemfit objectcoef.summary.systemfit coef.summary.systemfit.equation coef.systemfit coef.systemfit.equation
Confidence intervals of coefficientsconfint.systemfit confint.systemfit.equation
Correlation between Predictions from Equation i and jcorrelation.systemfit
Create a Model for systemfitcreateSystemfitModel
Extract Gradients of the Objective Function at each Observationestfun.systemfit
Fitted valuesfitted.systemfit fitted.systemfit.equation
Model Formulae of systemfit Objectsformula.systemfit formula.systemfit.equation
Grunfeld Data as published by Greene (2003)GrunfeldGreene
Hausman Testhausman.systemfit
Klein Model IKleinI
Partly Artificial Data on the U. S. EconomyKmenta
Test Linear HypothesislinearHypothesis.systemfit
Log-Likelihood value of systemfit objectlogLik.systemfit
Likelihood Ratio test for Equation Systemslrtest.systemfit
Extracting the Data of a systemfit Objectmodel.frame.systemfit model.frame.systemfit.equation
Construct Design Matrices for Systems of Equationsmodel.matrix.systemfit model.matrix.systemfit.equation
Nonlinear Equation System Estimationnlsystemfit
Tree Growth Data for Ponderosa Pineppine
Predictions from System Estimationpredict.systemfit predict.systemfit.equation
Print confidence intervals of coefficientsprint.confint.systemfit
Print output of nlsystemfit estimationprint.nlsystemfit.equation print.nlsystemfit.system
Print results of systemfit estimationprint.systemfit print.systemfit.equation
Residuals of systemfit objectresiduals.systemfit residuals.systemfit.equation
Ratio of the Standard Errorsse.ratio.systemfit
Summary of nlsystemfit estimationsummary.nlsystemfit.equation summary.nlsystemfit.system
Summary of systemfit estimationprint.summary.systemfit print.summary.systemfit.equation summary.systemfit summary.systemfit.equation
Linear Equation System Estimationsystemfit
Create list of control parameters for systemfitsystemfit.control
Model Terms of systemfit Objectsterms.systemfit terms.systemfit.equation
Variance covariance matrix of coefficientsvcov.systemfit vcov.systemfit.equation