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

systemfit_1.1-31.tar.gz
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systemfit_1.1-31.tgz(r-4.6-any)systemfit_1.1-31.tgz(r-4.5-any)
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systemfit_1.1-31.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
systemfit/json (API)

# 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

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:

9.04 score 22 packages 500 scripts 19k downloads 9 mentions 7 exports 70 dependencies

Last updated from:0c0d56e2d2. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	191
source / vignettes	OK	273
linux-release-x86_64	OK	198
macos-release-arm64	OK	122
macos-oldrel-arm64	OK	140
windows-devel	OK	146
windows-release	OK	137
windows-oldrel	OK	157
wasm-release	OK	122

Exports:correlation.systemfit createSystemfitModel hausman.systemfit nlsystemfit se.ratio.systemfit systemfit systemfit.control

Dependencies:abind backports boot broom car carData cli colorspace cowplot cpp11 Deriv doBy dplyr farver forecast Formula fracdiff generics ggplot2 glue gtable isoband labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels mgcv microbenchmark minqa modelr nlme nloptr nnet numDeriv pbkrtest pillar pkgconfig purrr quantreg R6 rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas rlang S7 sandwich scales SparseM stringi stringr survival tibble tidyr tidyselect timeDate urca utf8 vctrs viridisLite withr zoo

Systemfit

Rendered fromsystemfit.Rnwusingknitr::knitr

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

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Bread for Sandwiches	bread.systemfit
Coefficients of systemfit object	coef.summary.systemfit coef.summary.systemfit.equation coef.systemfit coef.systemfit.equation
Confidence intervals of coefficients	confint.systemfit confint.systemfit.equation
Correlation between Predictions from Equation i and j	correlation.systemfit
Create a Model for systemfit	createSystemfitModel
Extract Gradients of the Objective Function at each Observation	estfun.systemfit
Fitted values	fitted.systemfit fitted.systemfit.equation
Model Formulae of systemfit Objects	formula.systemfit formula.systemfit.equation
Grunfeld Data as published by Greene (2003)	GrunfeldGreene
Hausman Test	hausman.systemfit
Klein Model I	KleinI
Partly Artificial Data on the U. S. Economy	Kmenta
Test Linear Hypothesis	linearHypothesis.systemfit
Log-Likelihood value of systemfit object	logLik.systemfit
Likelihood Ratio test for Equation Systems	lrtest.systemfit
Extracting the Data of a systemfit Object	model.frame.systemfit model.frame.systemfit.equation
Construct Design Matrices for Systems of Equations	model.matrix.systemfit model.matrix.systemfit.equation
Nonlinear Equation System Estimation	nlsystemfit
Tree Growth Data for Ponderosa Pine	ppine
Predictions from System Estimation	predict.systemfit predict.systemfit.equation
Print confidence intervals of coefficients	print.confint.systemfit
Print output of nlsystemfit estimation	print.nlsystemfit.equation print.nlsystemfit.system
Print results of systemfit estimation	print.systemfit print.systemfit.equation
Residuals of systemfit object	residuals.systemfit residuals.systemfit.equation
Ratio of the Standard Errors	se.ratio.systemfit
Summary of nlsystemfit estimation	summary.nlsystemfit.equation summary.nlsystemfit.system
Summary of systemfit estimation	print.summary.systemfit print.summary.systemfit.equation summary.systemfit summary.systemfit.equation
Linear Equation System Estimation	systemfit
Create list of control parameters for systemfit	systemfit.control
Model Terms of systemfit Objects	terms.systemfit terms.systemfit.equation
Variance covariance matrix of coefficients	vcov.systemfit vcov.systemfit.equation