dataCopCont2: Simulated Dataset with Two Endogenous Continuous Regressor
In REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables
dataCopCont2 R Documentation
Simulated Dataset with Two Endogenous Continuous Regressor
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
data("dataCopCont2")
Format
A data frame with 2500 observations on 5 variables:
ya numeric vector representing the dependent variable.
X1a numeric vector, normally distributed and exogenous.
X2a numeric vector, normally distributed and exogenous.
P1a numeric vector, continuous and endogenous having T-distribution with 3 degrees of freedom.
P2a 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 July 3, 2024, 1:06 a.m.
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| dataCopCont2 | R Documentation |
Simulated Dataset with Two Endogenous Continuous Regressor
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
data("dataCopCont2")
Format
A data frame with 2500 observations on 5 variables:
ya numeric vector representing the dependent variable.
X1a numeric vector, normally distributed and exogenous.
X2a numeric vector, normally distributed and exogenous.
P1a numeric vector, continuous and endogenous having T-distribution with 3 degrees of freedom.
P2a numeric vector, continuous and endogenous having T-distribution with 3 degrees of freedom.
Author(s)
Raluca Gui raluca.gui@business.uzh.ch
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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