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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).
| 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 | 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 | 非線形方程式系推定 |
| ppine | Tree Growth Data for Ponderosa Pine |
| 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 |
