These functions calculate the confidence intervals of the
coefficients from an object returned by systemfit.
Usage
## S3 method for class 'systemfit'
confint( object, parm = NULL, level = 0.95,
useDfSys = NULL, ... )
## S3 method for class 'systemfit.equation'
confint( object, parm, level = 0.95,
useDfSys = NULL, ... )
Arguments
object
an object of class systemfit or systemfit.equation.
parm
not used yet.
level
confidence level.
useDfSys
logical. Use the degrees of freedom of the whole system
(in place of the degrees of freedom of the single equation)
to calculate the confidence intervals of the coefficients.
If it not specified (NULL), it is set to TRUE
if restrictions on the coefficients are imposed and FALSE otherwise.
...
other arguments.
Value
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 % (by default 2.5% and 97.5%).
data( "Kmenta" )
eqDemand <- consump ~ price + income
eqSupply <- consump ~ price + farmPrice + trend
system <- list( demand = eqDemand, supply = eqSupply )
## perform OLS on each of the equations in the system
fitols <- systemfit( system, data = Kmenta )
## confidence intervals of all coefficients
confint( fitols )
## confidence intervals of the coefficients of the first equation
confint( fitols$eq[[1]] )
## confidence intervals of the coefficients of the second equation
confint( fitols$eq[[2]] )