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systemfit: A Package for Estimating Systems of Simultaneous Equations in R

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

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.
OriginalsprogEngelsk
TidsskriftJournal of Statistical Software
Vol/bind23
Udgave nummer4
Sider (fra-til)1-40
Antal sider40
ISSN1548-7660
StatusUdgivet - 2007
Eksternt udgivetJa

ID: 18899445