systemfit这个包可以解决的
应该就用这个函数systemfit()
## Replicating the estimations in Kmenta (1986), p. 712, Tab 13-2
data( "Kmenta" )
eqDemand <- consump ~ price + income
eqSupply <- consump ~ price + farmPrice + trend
inst <- ~ income + farmPrice + trend
system <- list( demand = eqDemand, supply = eqSupply )
## OLS estimation
fitOls <- systemfit( system, data = Kmenta )
summary( fitOls )
## 2SLS estimation
fit2sls <- systemfit( system, "2SLS", inst = inst, data = Kmenta )
summary( fit2sls )
## 3SLS estimation
fit3sls <- systemfit( system, "3SLS", inst = inst, data = Kmenta )
summary( fit3sls )
## I3LS estimation
fitI3sls <- systemfit( system, "3SLS", inst = inst, data = Kmenta,
maxit = 250 )
summary( fitI3sls )
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