systemfit: Estimating Systems of Simultaneous Equations

Econometric estimation of simultaneous systems of linear and nonlinear 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 (3SLS) as suggested, e.g., by Zellner (1962) <doi:10.2307/2281644>, Zellner and Theil (1962) <doi:10.2307/1911287>, and Schmidt (1990) <doi:10.1016/0304-4076(90)90127-F>.

Version: 1.1-24
Depends: R (≥ 3.2.0), Matrix, car (≥ 2.0-0), lmtest
Imports: stats (≥ 2.14.0), sandwich (≥ 2.2-9), MASS, methods
Suggests: plm (≥ 1.0-1), sem (≥ 2.0-0)
Published: 2019-12-09
Author: Arne Henningsen and Jeff D. Hamann
Maintainer: Arne Henningsen <arne.henningsen at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: systemfit citation info
Materials: NEWS
In views: Econometrics, Psychometrics
CRAN checks: systemfit results


Reference manual: systemfit.pdf
Vignettes: Systemfit
Package source: systemfit_1.1-24.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: systemfit_1.1-24.tgz, r-oldrel: systemfit_1.1-24.tgz
Old sources: systemfit archive

Reverse dependencies:

Reverse imports: cancerGI, ChainLadder, diffusion, erer, forestmangr, micEconAids, micEconCES, micEconSNQP, sampleSelection, SIRE, tvReg
Reverse suggests: AER, broom, micEcon


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