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A new extension command for SPSS Statistics,
STATS EQNSYSTEM, has been posted to the SPSS Community
website.
STATS EQNSYSTEM estimates a system of linear equations by three stage least
squares, two stage least squares, seemingly unrelated regression, or ordinary
least squares. It can handle any number of equations, but the dialog
box only allows for two.
Two stage least squares and ordinary least squares, of
course, already available in Statistics, but for comparing the results
of different estimators, calculating those estimates with this procedure
may be easier.
STATS DATASET requires the R Essentials and at least version 18 of Statistics.
It can be downloaded from within Statistics using the Utilities menu in
version 22. For older versions you can download it from the SPSS Community
website (www.ibm.com/developerworks/spssdevcentral)
in the Extension Commands collection.
Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
phone: 720-342-5621
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