Package: systemfit
Version: 0.8-2
Date: 2007/05/13
Title: Simultaneous Equation Estimation Package
（同時方程式推定パッケージ）
Description: This package contains functions for fitting 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), Three-Stage Least Squares (3SLS), and Weighted Three-Stage Least Squares (W3SLS).
*COLOR(red){systemfit}パッケージ中のオブジェクト一覧 [#w5db077f]
|項目|説明|
|coef.systemfit| systemfit オブジェクト係数|
|confint.systemfit| 係数の信頼限界|
|correlation.systemfit| 方程式 i と j の予測値間の相関|
|fitted.systemfit| あてはめ値|
|ftest.systemfit| F-test for Equation Systems|
|ftest.systemfit| 方程式系のＦ検定|
|GrunfeldGreene| Grunfeld Data as published by Greene (2003)|
|GrunfeldTheil| Grunfeld Data as published in Theil (1971)|
|hausman.systemfit| Hausman テスト|
|KleinI| Klein モデル I|
|Kmenta| Partly Artificial Data on the U. S. Economy|
|lrtest.systemfit| Likelihood Ratio test for Equation Systems|
|nlsystemfit| Nonlinear Equation System Estimation|
|nlsystemfit| 非線形方程式系推定|
|ppine| Tree Growth Data for Ponderosa Pine|
|predict.systemfit| Predictions from System Estimation|
|predict.systemfit| 方程式系推の予測|
|print.confint.systemfit| Print confidence intervals of coefficients|
|print.nlsystemfit.system| Print output of nlsystemfit estimation|
|print.systemfit| systemfit 推定結果のプリント|
|residuals.systemfit| systemfit オブジェクトの残差|
|se.ratio.systemfit| 標準誤差比|
|summary.nlsystemfit.system| Summary of nlsystemfit estimation|
|summary.systemfit| Summary of systemfit estimation|
|systemfit| Linear Equation System Estimation|
|vcov.systemfit| Variance covariance matrix of coefficients|
|waldtest.systemfit| Wald-test for Equation Systems|
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