systemfit

News

• September 12, 2008
  The systemfit package is developed on R-Forge now. Its summary page is available here.
• December 28, 2007
  Version 1.0 of the systemfit package has been released on CRAN. Please note that this version is not backward compatible (see announcement on the R-packages mailing list).

What is systemfit?

• systemfit is an extension package for the "language and environment for statistical computing and graphics" called R.
• systemfit provides functions for estimating systems of simultaneous equations, e.g. by Ordinary Least Squares (OLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), and Three-Stage Least Squares (3SLS).
• systemfit allows the user to specify either the same instrumental variables for all equations or different instrumental variables for each equation.
• systemfit allows the user to control many details of the estimation (in contrast to most other statistical and econometric software packages), e.g. the method to calculate the residual covariance and the method for the 3SLS estimation.
• systemfit provides statistical tests for parameter restrictions and consistency of the 3SLS estimation.
• systemfit has been tested on a variety of datasets and has produced satisfactory for a few years.

Who has written systemfit?

• Arne Henningsen
• Jeff D. Hamann

Where can I get systemfit?

• The released version is available on CRAN
  • You can download the source code, binaries for MacOS X and MS-Windows, the reference manual, and a vignette from http://cran.r-project.org/web/packages/systemfit/index.html.
  • You can install the package by typing at the R prompt (if you have internet access):

     install.packages( "systemfit" )

• The current development version is available on R-Forge
  • You can download the source code and binaries for MacOS X and MS-Windows from http://r-forge.r-project.org/R/?group_id=242.
  • You can install the package by typing at the R prompt (if you have internet access):

     install.packages( "systemfit", repos="http://R-Forge.R-project.org" )

Under which license is systemfit released?

• Under the GNU General Public License (GPL)

How can I contact you?

• Send an email to info(at)systemfit.org
• Take a look at http://www.arne-henningsen.name