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

By Arne Henningsen, J. Hamann. 2007

344 citations recorded by the source corpus.

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.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/8f9432c992366b2b714b6dc57a688b06f18f019f

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In Statistics and Probability

Citations in the corpus

Orienting the causal relationship between imprecisely measured traits using GWAS summary data (2017, methodology): “A p-value for this test, pMR, was obtained using the systemfit function in the R package R/systemfit [54].”
Species-specific and general allometric equations for estimating tree biomass components of subtropical forests in southern China (2016, background): “Secondly, a system of additive allometric equations that include D and H as the combined predictor variable, D2H, was developed using the following equations: ln Wsð Þ ¼ b10 þ b11 ln D2H þ e1 ð7Þ ln Wbð Þ ¼ b20 þ b21 ln D2H þ e2 ð8Þ ln Wlð Þ ¼ b30 þ b31 ln D2H þ e3 ð9Þ ln Wrð Þ ¼ b40 þ b41 ln D2H þ ”
The Causal Effect of Public Service Motivation on Ethical Behavior in the Public Sector: Evidence from a Large-Scale Survey Experiment (2018, methodology): “28 We estimated a model with two equations and three natural splines, using the systemfit package for the R environment (Henningsen and Hamann 2007).”