sim: Simulated dataset with self-selection at both individual and...
| sim | R Documentation |
Simulated dataset with self-selection at both individual and individual-time level
Description
A simulated dataset with 200 individuals and 10 periods. The true data generating process is the following:
Selection equation (ProbitRE - Probit model with individual level random effects):
z_{it}=1(1+x_{it}+w_{it}+u_i+\xi_{it} > 0
Outcome Equation (PLN_RE - Poisson Lognormal model with individual-time level random effects):
E[y_{it}|x_{it},v_i,\epsilon_{it}] = exp(-1+x_{it} + v_i + \epsilon_{it})
Correlation (self-selection at both individual and individual-time level):
-
u_iandv_iare bivariate normally distributed with a correlation of 0.25. -
\xi_{it}and\epsilon_{it}are bivariate normally distributed with a correlation of 0.5.
Usage
sim
Format
A simulated dataset with 200 individuals and 10 periods.
- id
id, from 1-200
- time
Time periods, from 1-10
- z
Whether an individual is selected in a given period. Outcome is observed only when z=1
- y
The outcome of an individual in a given period
- x
A covariate influencing both z and y, with true effects being 1
- w
A covariate influencing only z, with true effect being 1
