WeakInstrument: Artificial Weak Instrument Data
In AER: Applied Econometrics with R
WeakInstrument R Documentation
Artificial Weak Instrument Data
Description
Artificial data set to illustrate the problem of weak instruments.
Usage
data("WeakInstrument")
Format
A data frame containing 200 observations on 3 variables.
- y
dependent variable.
- x
regressor variable.
- z
instrument variable.
Source
Online complements to Stock and Watson (2007).
References
Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.
See Also
StockWatson2007
Examples
data("WeakInstrument")
fm <- ivreg(y ~ x | z, data = WeakInstrument)
summary(fm)
AER documentation built on Sept. 28, 2024, 9:07 a.m.
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| WeakInstrument | R Documentation |
Artificial Weak Instrument Data
Description
Artificial data set to illustrate the problem of weak instruments.
Usage
data("WeakInstrument")Format
A data frame containing 200 observations on 3 variables.
- y
dependent variable.
- x
regressor variable.
- z
instrument variable.
Source
Online complements to Stock and Watson (2007).
References
Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.
See Also
StockWatson2007
Examples
data("WeakInstrument")
fm <- ivreg(y ~ x | z, data = WeakInstrument)
summary(fm)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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