Programa r

Package ‘systemfit’
August 7, 2009
Version 1.1-4
Date 2009/08/07
Title Estimating Systems of Simultaneous Equations
Author Arne Henningsen and Jeff D. Hamann
Maintainer Arne HenningsenDepends R (>= 1.8.0), Matrix, car, lmtest
Suggests plm (>= 1.0-1), MASS, sem
Description This package contains functions for fitting simultaneous systems of linear and nonlinear
equations using OrdinaryLeast 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).
License GPL (>= 2)
URL http://www.r-project.org, http://www.systemfit.org
Repository CRAN
Date/Publication 2009-08-07 12:58:48
R topics documented:
coef.systemfit . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . 2
confint.systemfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
correlation.systemfit . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . 5
createSystemfitModel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
fitted.systemfit . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . 8
formula.systemfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
GrunfeldGreene . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 10
hausman.systemfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
KleinI . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . 13
Kmenta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1
2 coef.systemfit
linear.hypothesis.systemfit . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . 16
logLik.systemfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
lrtest.systemfit . . . . . . . . . . . . ....