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Estimate Parameters in a System of Equations

Source: R/estimate_sem.R
estimate_sem.Rd

This function estimates parameters in a given system of equations using either a single thread or parallel computing.

Usage

estimate_sem(sys_eq, y_matrix, x_matrix, eq_jx = NULL)

Arguments

sys_eq

A koma_seq object (system_of_equations) containing details about the system of equations used in the model.

y_matrix

A \((T \times n)\) matrix \(Y\), where \(T\) is the number of observations and \(n\) the number of equations, i.e. endogenous variables.

x_matrix

A \((T \times k)\) matrix \(X\) of observations on \(k\) exogenous variables.

eq_jx

A numeric vector indicating the indices of the endogenous equations \(j\) to be estimated. If NULL, all endogenous equations are estimated. The vector should contain positive integers corresponding to the positions of the equations within the endogenous_variables list.

Value

List of estimates for the endogenous variables.

Details

This function provides the option for parallel computing through the future::plan() function. For more details, see the future package documentation: https://cran.r-project.org/web/packages/future/future.pdf