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), and Three-Stage Least Squares (3SLS).
| Version: | 1.0-2 |
| Depends: | R (≥ 1.8.0), Matrix, car, lmtest |
| Suggests: | plm (≥ 0.3-1), MASS |
| Date: | 2007/12/29 |
| Author: | Arne Henningsen and Jeff D. Hamann |
| Maintainer: | Arne Henningsen <ahenningsen at agric-econ.uni-kiel.de> |
| License: | GPL (≥ 2) |
| URL: | http://www.r-project.org, http://www.systemfit.org |
| In views: | Econometrics, Psychometrics, SocialSciences |
| CRAN checks: | systemfit results |
Downloads:
| Package source: | systemfit_1.0-2.tar.gz |
| MacOS X binary: | systemfit_1.0-2.tgz |
| Windows binary: | systemfit_1.0-2.zip |
| Reference manual: | systemfit.pdf |
| Old sources: | systemfit archive |