dataCopDis: Simulated Dataset with One Endogenous Discrete Regressor

dataCopDisR Documentation

Simulated Dataset with One Endogenous Discrete Regressor

Description

A dataset with two exogenous regressors, X1,X2, and one endogenous, discrete (Poisson distributed) regressor, P. An intercept and a dependent variable, y, are also included. The true parameter values for the coefficients are: b0 = 2, b1 = 1.5, b2 = -3 and the coefficient of the endogenous regressor, P, is equal to a1 = -1.

Usage

data("dataCopDis")

Format

A data frame with 2500 observations on 4 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.

P

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 July 3, 2024, 1:06 a.m.