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

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Standard

systemfit: A Package for Estimating Systems of Simultaneous Equations in R. / Henningsen, Arne; Hamann, Jeff.

I: Journal of Statistical Software, Bind 23, Nr. 4, 2007, s. 1-40.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Henningsen, A & Hamann, J 2007, 'systemfit: A Package for Estimating Systems of Simultaneous Equations in R', Journal of Statistical Software, bind 23, nr. 4, s. 1-40. <http://www.jstatsoft.org/v23/i04/>

APA

Henningsen, A., & Hamann, J. (2007). systemfit: A Package for Estimating Systems of Simultaneous Equations in R. Journal of Statistical Software, 23(4), 1-40. http://www.jstatsoft.org/v23/i04/

Vancouver

Henningsen A, Hamann J. systemfit: A Package for Estimating Systems of Simultaneous Equations in R. Journal of Statistical Software. 2007;23(4):1-40.

Author

Henningsen, Arne ; Hamann, Jeff. / systemfit: A Package for Estimating Systems of Simultaneous Equations in R. I: Journal of Statistical Software. 2007 ; Bind 23, Nr. 4. s. 1-40.

Bibtex

@article{a94de8c03af811dfad7f000ea68e967b,
title = "systemfit: A Package for Estimating Systems of Simultaneous Equations in R",
abstract = "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.",
author = "Arne Henningsen and Jeff Hamann",
year = "2007",
language = "English",
volume = "23",
pages = "1--40",
journal = "Journal of Statistical Software",
issn = "1548-7660",
publisher = "The Foundation for Open Access Statistics",
number = "4",

}

RIS

TY - JOUR

T1 - systemfit: A Package for Estimating Systems of Simultaneous Equations in R

AU - Henningsen, Arne

AU - Hamann, Jeff

PY - 2007

Y1 - 2007

N2 - 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.

AB - 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.

M3 - Journal article

VL - 23

SP - 1

EP - 40

JO - Journal of Statistical Software

JF - Journal of Statistical Software

SN - 1548-7660

IS - 4

ER -

ID: 18899445