SPSS Community News - New Extension Command - STATS EQNSYSTEM

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

SPSS Community News - New Extension Command - STATS EQNSYSTEM

Jon K Peck
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