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Questions tagged [systemfit]

23 questions
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R systemfit: how to run with a list of many formula

I have a wide dataset of stock returns and their lagged values. I want to use systemfit package for a SUR estimation but couldn't put in multiple formulas A sample of my dataset looks like: df = data.frame('stock.1' = c(0, - 0.2, 0.3, 0.5, 0.2),…
dunguyen
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Making a latex table from systemfit model?

I am using systemfit to model respondents' prioritization of certain local projects. Their priorities are categorized into six categories. model1<-prior1~ fem+ party_id2 + unemployed model2<-prior2 ~ fem+ party_id2 + unemployed model3<-prior3 ~…
adb
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Problem installing 'systemfit' package in R

I am trying to install 'systemfit' package in R version 3.4.2. However, I am getting 'car' error. I have tried installing with 'dependencies' setting but it is still not working. > install.packages("systemfit",dependencies = TRUE) Installing package…
nube719
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systemfit Error in eval(predvars, data, env) : object not found

I am trying to use the systemfit package to estimate an econometric model. I keep on getting the error: Error in eval(predvars, data, env) : object 'gdp_gro' not found. The thing is gdp_gro is definitely in my dataset. I tried to Google this error,…
Mark
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Error when performing Seemingly Unrelated Regression R

I want to do a somewhat large number of Seemingly Unrelated Regressions (SUR) in R from the 'systemfit' package. To facilitate toying around with the number of variables included i want to automate the process. I run into an error however when using…
Tom van Nes
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Estimation system of simultaneous equations

I am trying to estimate the following system of simultaneous equations with 3 endogenous variables using R: y~a+B B~c+D D~f+g Actually I am trying to repeat results from Stata. The code in Stata using 3SLS method is reg3 (y=a B) (B=c D) (D=f…
B.Boul
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How to read multiple line formula for systemfit in R

I am using systemfit to run system of equations using SUR method. I need to read long (multiple line) formula.My simple reproducible dataset can be accessed using following codes. dat<-structure(list(Time = structure(c(9L, 7L, 15L, 1L, 17L, 13L,…
sriya
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Using stargazer for systemfit objects

I wonder how to use stargazer for systemfit objects. My working example is below which gives two different tables rather than one. library("systemfit") data("Kmenta") eqDemand <- consump ~ price + income eqSupply <- consump ~ price + farmPrice +…
MYaseen208
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