Coefficients of systemfit object

Description

These functions extract the coefficients from an object returned by systemfit.

Usage

   ## S3 method for class 'systemfit':
   coef( object, ... )

   ## S3 method for class 'systemfit.equation':
   coef( object, ... )

   ## S3 method for class 'summary.systemfit':
   coef( object, ... )

   ## S3 method for class 'summary.systemfit.equation':
   coef( object, ... )

Arguments

Value

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.

Author(s)

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

See Also

systemfit, coef

Examples

data( "Kmenta" )
demand <- consump ~ price + income
supply <- consump ~ price + farmPrice + trend
labels <- list( "demand", "supply" )
system <- list( demand, supply )

## perform OLS on each of the equations in the system
fitols <- systemfit( "OLS", system, labels, 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]] ) )