Extracting the Data of a systemfit Object
These functions return the data used by systemfit
to estimate a system of equations.
## S3 method for class 'systemfit' model.frame( formula, ... ) ## S3 method for class 'systemfit.equation' model.frame( formula, ... )
formula |
an object of class |
... |
currently ignored. |
model.frame.systemfit returns a simple data frame
(without a 'terms' attribute) that contains all variables
used to estimate the entire system of equations.
model.frame.systemfit.equation returns a model frame
(data frame with a 'terms' attribute) that contains
all variables used to estimate the respective equation.
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 of the system fitols <- systemfit( system, data = Kmenta ) ## data used to estimate the entire system model.frame( fitols ) ## data used to estimate the first equation model.frame( fitols$eq[[ 1 ]] )
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