[R] about systemfit

Martin Ivanov tramni at abv.bg
Thu Apr 5 19:01:54 CEST 2007

Thank you very much for your responsiveness. Here are the tests that show the same results, as they must:

 Res.Df     RSS  Df Sum of Sq  Chisq Pr(>Chisq)
1    127  7.3782                                
2    137  7.6848 -10   -0.3066 5.2769      0.872


Wald-test for linear parameter restrictions in equation systems
Wald-statistic: 5.277 
degrees of freedom: 10 
p-value: 0.8719 

So the Chisq test with linear.hypothesis from car and the waldtest.systemfit give the same output. But the  F test with linear.hypothesis from car and ftest.systemfit give absolutely different results, as I demonstrated in my first post. I have no idea why.


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