[R] [R-pkgs] New version of 'systemfit'

Arne Henningsen ahenningsen at agric-econ.uni-kiel.de
Tue Mar 21 08:16:00 CET 2006

Dear R users,

The authors of the systemfit package have released a new version of this 
package with substantial enhancements. 
The systemfit package contains functions for fitting simultaneous systems of 
linear 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 
The new enhancements include the ability to test linear restrictions using an 
F, Wald or likelihood-ratio test and the ability to test model specification 
using the Hausman test. The major enhancements include better estimation 
using large data sets as well as many minor improvements, e.g. the ability to 
define how the residual covariance matrix and degrees of freedom are 
computed. The new version includes a wrapper function systemfitClassic that 
can be applied to (classical) panel-like data in long format. Furthermore, 
version 0.8-0 includes additional documentation 

Jeff D. Hamann
Arne Henningsen

Jeff D. Hamann
Forest Informatics, Inc.
PO Box 1421
Corvallis, Oregon 97339-1421
phone 541-754-1428
jeff.hamann at forestinformatics.com


Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
ahenningsen at agric-econ.uni-kiel.de

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