confint.systemfit {systemfit} | R Documentation |
This function calculates the confidence intervals of the
coefficients of one equation
from an object returned by systemfit
.
## S3 method for class 'systemfit': confint( object, parm = NULL, level = 0.95, ... )
object |
an object of type systemfit . |
parm |
not use yet. |
level |
confidence level. |
... |
other arguments. |
An object of class confint.systemfit
, which is a matrix
with columns giving lower and upper confidence limits
for each estimated coefficient. These will be labelled as
(1-level)/2 and 1 - (1-level)/2 in
Arne Henningsen ahenningsen@agric-econ.uni-kiel.de
systemfit
, confint.systemfit.equation
,
print.confint.systemfit
and confint
## Not run: library( systemfit ) data( kmenta ) attach( kmenta ) demand <- q ~ p + d supply <- q ~ p + f + a labels <- list( "demand", "supply" ) system <- list( demand, supply ) ## perform OLS on each of the equations in the system fitols <- systemfit( "OLS", system, labels ) ## print the confidence interval of the coefficients confint( fitols )