Estimating Systems of Simultaneous Equations
Overview
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.
- adjusted bread.systemfit() and estfun.systemfit() to recent changes of the 'sandwich' package
From NEWS in the release
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Arne Henningsen <arne.henningsen@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Arne",
family = "Henningsen",
role = c("aut", "cre"),
email = "arne.henningsen@gmail.com"),
person(given = c("Jeff", "D."),
family = "Hamann",
role = "aut"))
as necessary.- NOTE11 OK, 2 NOTE2026-06-27
- WARNING10 OK, 2 NOTE, 1 WARNING2026-06-14
- NOTE11 OK, 2 NOTE2026-06-09
- ERROR11 OK, 1 NOTE, 1 ERROR2026-06-08
- WARNING11 OK, 1 NOTE, 1 WARNING2026-06-07
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- NOTE11 OK, 2 NOTE2026-04-29
- WARNING10 OK, 2 NOTE, 1 WARNING2026-04-28
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 32 (1 internal)
- Examples that run
- 100%31 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 94%
- Return-value docs
- 100%
- Help pages citing references
- 38%
- Systemfit PDF
Downloads
Repository
Repository r-forge.r-project.org/projects/systemfit is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
Installing systemfit adds 61 packages (32 with compiled code, 56 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, doBy 4.3 MB.
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Code & Tests
Datasets
People & History
Maintainer since 0.8-3 (2007), previously Jeff D. Hamann (0.5-4 to 0.8-2)
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.1-30Latest
- 1.1-282022-09-05 · diff ↗
- 1.1-262022-06-21 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.1-242019-12-09 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.1-222018-04-04 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 1.1-202017-03-09 · diff ↗
Show 57 earlier eventsHide 57 earlier events
- RR 3.3.0 released · 2016-05-03
- 1.1-182015-08-27 · diff ↗
- 1.1-162015-06-09 · diff ↗
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- 1.1-142012-11-18 · diff ↗
- 1.1-122012-06-02 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.1-102011-11-11 · diff ↗
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- 1.1-82010-08-13 · diff ↗
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- 1.1-42009-08-07 · diff ↗
- 1.1-22009-06-19 · diff ↗
- 1.1-02009-06-18 · diff ↗ ·
added 7 exports
correlation.systemfit, createSystemfitModel, hausman.systemfit, nlsystemfit, se.ratio.systemfit, systemfit, systemfit.control - RR 2.9.0 released · 2009-04-17
- 1.0-82009-01-26 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 1.0-62008-09-16 · diff ↗
- 1.0-42008-09-12 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 1.0-22007-12-30 · diff ↗
- 1.0-12007-12-28 · diff ↗
- 0.8-52007-11-18 · diff ↗
- 0.8-42007-10-10 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 0.8-32007-08-12 · diff ↗
- 0.8-22007-05-15 · diff ↗
- 0.8-12007-05-13 · diff ↗
- RR 2.5.0 released · 2007-04-24
- RR 2.4.0 released · 2006-10-03
- RR 2.3.0 released · 2006-04-24
- 0.8-02006-03-20 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 0.7-62005-09-30 · diff ↗
- 0.7-52005-08-25 · diff ↗
- 0.7-42005-05-30 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 0.7-32004-11-30 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 0.7-22004-08-19 · diff ↗
- RR 1.9.0 released · 2004-04-12
- 0.7-12004-02-05 · diff ↗
- 0.6-32003-11-18 · diff ↗
- 0.6-22003-11-18 · diff ↗
- RR 1.8.0 released · 2003-10-08
- 0.6-12003-08-15 · diff ↗
- RR 1.7.0 released · 2003-04-16
- 0.5-62002-12-18 · diff ↗
- RR 1.6.0 released · 2002-10-01
- 0.5-52002-09-19 · diff ↗
- 0.5-42002-06-06
- RR 1.5.0 released · 2002-04-29
Package metadata
- First published
- 2002-06-06
- Total releases
- 38 / 24 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.2.0
- Bundled data
- 4.5 KB / 4 files
- Download size
- 1.0 MB
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