sim: Simulated dataset with self-selection at both individual and...

In PanelCount: Random Effects and/or Sample Selection Models for Panel Count Data

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_i and v_i are 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

PanelCount documentation built on Aug. 21, 2023, 9:09 a.m.