NEWS
systemfit 1.1-30 (2023-03-22)
- adjusted bread.systemfit() and estfun.systemfit() to recent changes of the
'sandwich' package
systemfit 1.1-28 (2022-09-04)
- some adjustments to make the 'systemfit' package compatible with future
versions (i.e., >= 1.4.2) of the 'Matrix' package
systemfit 1.1-26 (2022-06-21)
- corrected a typo in the vignette (in the equation for calculating the
variance-covariance matrix of the coefficients estimated by the "3SLS-Schmidt"
estimator in the presence of restrictions)
- fixed a few minor issues pointed out by 'R CMD check'
systemfit 1.1-24 (2019-12-09)
- implemented 2SLS and 3SLS (instrumental variable) estimations for panel data
- fixed a bug that occurred in panel data estimations when one variable name
was a substring of another variable name
- internal improvements to make this package compatible with R 4.0.0
systemfit 1.1-22 (2018-04-04)
- made this package compatible to the latest version of the "Matrix" package
systemfit 1.1-20 (2017-03-09)
- users can now use pdata.frame() (in addition to plm.data()) to specify the
panel structure of (panel) data sets (patch provided by Kevin Tappe -- thanks
a lot!) [note: the use of plm.data() is deprecated]
systemfit 1.1-18 (2015-08-27)
- added argument 'residCovDiag' to logLik.systemfit()
- improved documentation of logLik.systemfit():
- slightly improved documentation of systemfit():
- imported functions from packages 'methods' and 'stats' (as indicated
by 'R CMD check --as-cran' when using R-devel)
systemfit 1.1-16 (2015-06-09)
- fixed a few minor issues pointed out by 'R CMD check'
systemfit 1.1-14 (2012-11-18)
- added (incomplete) estfun() method (from the "sandwhich" package) for
objects of class "systemfit" (currently, the residual covariance matrix is
always assumed to be the identity matrix, although this is only true for
OLS estimations!); therefore, the sandwich package is now "imported"
- changed dependency ("Imports") from "stats (>= 2.15.0)" to "stats (>= 2.14.0)"
systemfit 1.1-12 (2012-06-02)
- added nobs() method for objects of class "systemfit"
systemfit 1.1-10 (2011-11-11)
- slightly revised the package vignette so that it works with version 2.0
of the "sem" package
systemfit 1.1-8 (2010-08-13)
- the systemfit package now works with version 2.0 of the "car" package
(linear.hypothesis() has been renamed as linearHypothesis())
systemfit 1.1-6
- the logLik method now uses the average number of non-NA observations per
equation (instead of the number of rows of the residual matrix, which might
include NAs) to calculate the log-likelihood value: hence, the likelihood value
is correct now even if there are NAs in the data; the calculation of the
log-likelihood value for unbalanced systems uses the conditional density
function for the unbalanced observations assuming that the errors of
not-included observations are zero (the log-likelihood value was incorrect
before if there were NAs in the data)
- the logLik() method now takes the number of (linearly independent)
coefficients from element "rank" to calculate the degrees of freedom, because
this is correct even if there are NAs in the data (it was incorrect before if
there were NAs in the data)
- the logLik() method now returns (as attribute "nobs") the correct number of
observations even if there are NAs in the data (it was incorrect before if there
were NAs in the data)
systemfit 1.1-4 (2009-08-07)
- model.matrix.systemfit.equation() now returns a matrix (and not a vector)
even if the equation has only one regressor (including the constant);
this fixes bugs in model.matrix.systemfit() and predict.systemfit()
that occured if (at least) one equation has only one regressor
systemfit 1.1-2 (2009-06-19)
- the subfolder "tests" and the test scripts in this subfolder are no longer
included in the R package in order to reduce the time for checking
this package on CRAN
systemfit 1.1-0 (2009-06-18)
- added a NAMESPACE file
- the returned fitted values, residuals, and the model frame include *all*
observations now, where fitted values and residuals of observation
that were not included in the estimation are NA
- systemfit can estimate systems of equations with unequal numbers
of observations now
systemfit 1.0-4 (2008-09-12)
- added our JSS paper about systemfit as a vignette
systemfit 1.0-0
- please take a look at the log messages of the SVN repository on R-Forge