confint.systemfit.equation {systemfit}R Documentation

Confidence intervals of coefficients

Description

This function calculates the confidence intervals of the coefficients of one equation from an object returned by systemfit.

Usage

   ## S3 method for class 'systemfit.equation':
   confint( object, parm, level = 0.95, ... )

Arguments

object an object of type systemfit.equation.
parm not used yet.
level confidence level.
... other arguments.

Value

An object of class confint.systemfit, which is a 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

Author(s)

Arne Henningsen ahenningsen@agric-econ.uni-kiel.de

See Also

systemfit, confint.systemfit, print.confint.systemfit and confint

Examples

## 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 of the first equation
confint( fitols$eq[[1]] )

## print the confidence interval of the coefficients of the second equation
confint( fitols$eq[[2]] )

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