systemfit: Estimating Systems of Simultaneous Equations

Fitting 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).

Version: 1.1-18
Depends: R (≥ 1.8.0), Matrix, car (≥ 2.0-0), lmtest
Imports: stats (≥ 2.14.0), sandwich (≥ 2.2-9), MASS, methods
Suggests: plm (≥ 1.0-1), sem (≥ 2.0-0)
Published: 2015-08-27
Author: Arne Henningsen and Jeff D. Hamann
Maintainer: Arne Henningsen <arne.henningsen at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: systemfit citation info
Materials: NEWS
In views: Econometrics, Psychometrics
CRAN checks: systemfit results


Reference manual: systemfit.pdf
Vignettes: Systemfit
Package source: systemfit_1.1-18.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: systemfit_1.1-18.tgz, r-oldrel: systemfit_1.1-14.tgz
OS X Mavericks binaries: r-release: systemfit_1.1-18.tgz
Old sources: systemfit archive

Reverse dependencies:

Reverse imports: ChainLadder, erer, micEconAids, micEconCES, micEconSNQP, sampleSelection
Reverse suggests: AER, Ecdat, micEcon
Reverse enhances: texreg