dataCopCont2: Simulated Dataset with Two Endogenous Continuous Regressor

Description Usage Format Author(s)

Description

A dataset with two exogenous regressors, X1,X2, and two endogenous, continuous regressors, P1 and P2, having a T-distribution with 3 degrees of freedom. An intercept and a dependent variable, y, are also included. The true parameter values for the intercept and the exogenous regressors' coefficients are: b0 = 2, b1 = 1.5, b2 = -3. The coefficient of the endogenous regressor P1 is equal to a1 = -1 and of P2 is equal to a2 = 0.8.

Usage

1
data("dataCopCont2")

Format

A data frame with 2500 observations on 5 variables:

y

a numeric vector representing the dependent variable.

X1

a numeric vector, normally distributed and exogenous.

X2

a numeric vector, normally distributed and exogenous.

P1

a numeric vector, continuous and endogenous having T-distribution with 3 degrees of freedom.

P2

a numeric vector, continuous and endogenous having T-distribution with 3 degrees of freedom.

Author(s)

Raluca Gui raluca.gui@business.uzh.ch


REndo documentation built on Sept. 5, 2021, 5:37 p.m.