Rサンプル11

一般化最小二乗法と識別問題

qset <- read.csv("d/sample10.csv", header=TRUE) 
attach (qset)
dem <- P ~ Q + R 
sup <- P ~ Q + S
labels <- list( "demand", "supply" )
system <- list( dem, sup )
inst <- ~ R + S
sysols <- systemfit( "OLS", system, labels, inst)
summary(sysols)
sys2sls <- systemfit( "2SLS", system, labels, inst)
summary(sys2sls)