Package:       systemfit

Version:       0.8-2

Date:          2007/05/13

Title:         Simultaneous Equation Estimation Package


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]

|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|
|GrunfeldGreene|          Grunfeld Data as published by Greene (2003)|
|GrunfeldTheil|           Grunfeld Data as published in Theil (1971)|
|hausman.systemfit|       Hausman Test|
|KleinI|                  Klein Model I|
|Kmenta|                  Partly Artificial Data on the U. S. Economy|
|lrtest.systemfit|        Likelihood Ratio test for Equation Systems|
|nlsystemfit|             Nonlinear Equation System Estimation|
|ppine|                   Tree Growth Data for Ponderosa Pine|
|predict.systemfit|       Predictions from System Estimation|
|print.confint.systemfit| Print confidence intervals of coefficients|
|print.nlsystemfit.system| Print output of nlsystemfit estimation|
|print.systemfit|         Print results of systemfit estimation|
|residuals.systemfit|     Residuals of systemfit object|
|se.ratio.systemfit|      Ratio of the Standard Errors|
|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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