Coefficients of systemfit object
These functions extract the coefficients from an object returned by
systemfit.
## S3 method for class 'systemfit' coef( object, modified.regMat = FALSE, ... ) ## S3 method for class 'systemfit.equation' coef( object, ... ) ## S3 method for class 'summary.systemfit' coef( object, modified.regMat = FALSE, ... ) ## S3 method for class 'summary.systemfit.equation' coef( object, ... )
object |
an object of class |
modified.regMat |
logical. If |
... |
other arguments. |
coef.systemfit returns a vector of all estimated coefficients.
coef.systemfit.equation returns a vector of the estimated coefficients
of a single equation.
coef.summary.systemfit returns a matrix of all estimated coefficients,
their standard errors, t-values, and p-values.
coef.summary.systemfit.equation returns a matrix of the estimated
coefficients of a single equation, their standard errors, t-values,
and p-values.
Arne Henningsen arne.henningsen@googlemail.com
data( "Kmenta" ) eqDemand <- consump ~ price + income eqSupply <- consump ~ price + farmPrice + trend system <- list( demand = eqDemand, supply = eqSupply ) ## perform OLS on each of the equations in the system fitols <- systemfit( system, data = Kmenta ) ## all coefficients coef( fitols ) coef( summary( fitols ) ) ## coefficients of the first equation coef( fitols$eq[[1]] ) coef( summary( fitols$eq[[1]] ) ) ## coefficients of the second equation coef( fitols$eq[[2]] ) coef( summary( fitols$eq[[2]] ) ) ## estimation with restriction by modifying the regressor matrix modReg <- matrix( 0, 7, 6 ) colnames( modReg ) <- c( "demIntercept", "demPrice", "demIncome", "supIntercept", "supPrice2", "supTrend" ) modReg[ 1, "demIntercept" ] <- 1 modReg[ 2, "demPrice" ] <- 1 modReg[ 3, "demIncome" ] <- 1 modReg[ 4, "supIntercept" ] <- 1 modReg[ 5, "supPrice2" ] <- 1 modReg[ 6, "supPrice2" ] <- 1 modReg[ 7, "supTrend" ] <- 1 fitols3 <- systemfit( system, data = Kmenta, restrict.regMat = modReg ) coef( fitols3, modified.regMat = TRUE ) coef( fitols3 )
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