Package: panelSUR 0.1.0
panelSUR: Two-Way Error Component SUR Systems Estimation on Unbalanced Panel Data
Generalized Least Squares (GLS) estimation of Seemingly Unrelated Regression (SUR) systems on unbalanced panel in the one/two-way cases also taking into account the possibility of cross equation restrictions. Methodological details can be found in Biørn (2004) <doi:10.1016/j.jeconom.2003.10.023> and Platoni, Sckokai, Moro (2012) <doi:10.1080/07474938.2011.607098>.
Authors:
panelSUR_0.1.0.tar.gz
panelSUR_0.1.0.zip(r-4.5)panelSUR_0.1.0.zip(r-4.4)panelSUR_0.1.0.zip(r-4.3)
panelSUR_0.1.0.tgz(r-4.4-any)panelSUR_0.1.0.tgz(r-4.3-any)
panelSUR_0.1.0.tar.gz(r-4.5-noble)panelSUR_0.1.0.tar.gz(r-4.4-noble)
panelSUR_0.1.0.tgz(r-4.4-emscripten)panelSUR_0.1.0.tgz(r-4.3-emscripten)
panelSUR.pdf |panelSUR.html✨
panelSUR/json (API)
| # Install 'panelSUR' in R: |
| install.packages('panelSUR', repos = c('https://laurabarbieri.r-universe.dev', 'https://cloud.r-project.org')) |
- data - Simulated data for a simultaneous equation system
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 months agofrom:bd7e6e9ee4. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 05 2024 |
| R-4.5-win | OK | Nov 05 2024 |
| R-4.5-linux | OK | Nov 05 2024 |
| R-4.4-win | OK | Nov 05 2024 |
| R-4.4-mac | OK | Nov 05 2024 |
| R-4.3-win | OK | Nov 05 2024 |
| R-4.3-mac | OK | Nov 05 2024 |
Exports:obtainSigmaspostEstimationpreliminaryEstimateprepareDataprintSURSURestsystem
Dependencies:abindbackportsbase64encbdsmatrixbootbroombslibcachemcarcarDataclicollapsecolorspacecowplotcpp11DerivdigestdoBydplyrevaluatefansifarverfastmapfastmatrixfontawesomeFormulaformula.toolsfsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetsisobandjquerylibjsonliteknitrlabelinglatticelifecyclelme4lmtestmagrittrMASSmatlibMatrixMatrixModelsmaxLikmemoisemgcvmicrobenchmarkmimeminqamiscToolsmodelrmunsellnlmenloptrnnetnumDerivoperator.toolspbkrtestpillarpkgconfigplmpurrrquantregR6rappdirsrbibutilsRColorBrewerRcppRcppEigenRdpackrglrlangrmarkdownrstudioapisandwichsassscalesSparseMstringistringrsurvivaltibbletidyrtidyselecttinytexutf8vctrsviridisLitewithrxfunxtableyamlzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Compute errors' variance-covariance matrices | obtainSigmas |
| panelSUR package: EC SUR system models estimation on (unbalanced) panel data | panelSUR |
| Compute post-estimation indicators | postEstimation |
| Obtain preliminary system equation estimates | preliminaryEstimate |
| Prepare data for use | prepareData |
| Print summary of estimated equation system | printSUR |
| Simulated data for a simultaneous equation system | data SURdata |
| EC SUR System Models Estimation on (Unbalanced) Panel Data | SURest |
| Build and solve system for beta coefficient estimates | system |
