These functions return the data used by systemfit
to estimate a system of equations.
Usage
## S3 method for class 'systemfit'
model.frame( formula, ... )
## S3 method for class 'systemfit.equation'
model.frame( formula, ... )
Arguments
formula
an object of class systemfit or
systemfit.equation.
...
currently ignored.
Value
model.frame.systemfit returns a simple data frame
(without a 'terms' attribute) that contains all variables
used to estimate the entire system of equations.
model.frame.systemfit.equation returns a model frame
(data frame with a 'terms' attribute) that contains
all variables used to estimate the respective equation.
systemfit, model.frame, and
model.matrix.systemfit
Examples
data( "Kmenta" )
eqDemand <- consump ~ price + income
eqSupply <- consump ~ price + farmPrice + trend
system <- list( demand = eqDemand, supply = eqSupply )
## perform OLS of the system
fitols <- systemfit( system, data = Kmenta )
## data used to estimate the entire system
model.frame( fitols )
## data used to estimate the first equation
model.frame( fitols$eq[[ 1 ]] )