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Authors: Arne Henningsen, Jeff D. Hamann
Title: [download]
(11386)
systemfit: A Package for Estimating Systems of Simultaneous Equations in R
Reference: Vol. 23, Issue 4, Dec 2007
Submitted 2006-03-15, Accepted 2007-10-24
Type: Article
Abstract:

Many statistical analyses (e.g., in econometrics, biostatistics and experimental design) are based on models containing systems of structurally related equations. The systemfit package provides the capability to estimate systems of linear equations within the R programming environment. For instance, this package can be used for "ordinary least squares" (OLS), "seemingly unrelated regression" (SUR), and the instrumental variable (IV) methods "two-stage least squares" (2SLS) and "three-stage least squares" (3SLS), where SUR and 3SLS estimations can optionally be iterated. Furthermore, the systemfit package provides tools for several statistical tests. It has been tested on a variety of datasets and its reliability is demonstrated.

Paper: [download]
(11386)
systemfit: A Package for Estimating Systems of Simultaneous Equations in R
(application/pdf, 608.5 KB)
Supplements: [download]
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systemfit_1.0-2.tar.gz: R source package
(application/x-gzip, 365.8 KB)
[download]
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v23i04.zip: R example scripts from the paper
(application/x-zip-compressed, 2.9 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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