Econometric estimation of 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) as suggested, e.g., by Zellner (1962) <doi:10.2307/2281644>, Zellner and Theil (1962) <doi:10.2307/1911287>, and Schmidt (1990) <doi:10.1016/0304-4076(90)90127-F>.
| Version: | 1.1-30 |
| Depends: | R (≥ 3.2.0), Matrix, car (≥ 2.0-0), lmtest |
| Imports: | stats (≥ 2.14.0), sandwich (≥ 2.2-9), MASS, methods |
| Suggests: | knitr, plm (≥ 1.0-1), sem (≥ 2.0-0) |
| Published: | 2023-03-22 |
| DOI: | 10.32614/CRAN.package.systemfit |
| Author: | Arne Henningsen and Jeff D. Hamann |
| Maintainer: | Arne Henningsen <arne.henningsen at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://r-forge.r-project.org/projects/systemfit/ |
| NeedsCompilation: | no |
| Citation: | systemfit citation info |
| Materials: | NEWS |
| In views: | Econometrics, Psychometrics |
| CRAN checks: | systemfit results |
| Reference manual: | systemfit.html , systemfit.pdf |
| Vignettes: |
Systemfit (source, R code) |
| Package source: | systemfit_1.1-30.tar.gz |
| Windows binaries: | r-devel: systemfit_1.1-30.zip, r-release: systemfit_1.1-30.zip, r-oldrel: systemfit_1.1-30.zip |
| macOS binaries: | r-release (arm64): systemfit_1.1-30.tgz, r-oldrel (arm64): systemfit_1.1-30.tgz, r-release (x86_64): systemfit_1.1-30.tgz, r-oldrel (x86_64): systemfit_1.1-30.tgz |
| Old sources: | systemfit archive |
| Reverse imports: | cancerGI, ChainLadder, diffusion, erer, forestmangr, micEconAids, micEconCES, micEconSNQP, modnets, sampleSelection, SIRE, tvReg |
| Reverse suggests: | AER, broom, domir, Ecdat, ldt, marginaleffects, micEcon, robustsur, texreg |
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