dataCopDis2: Simulated Dataset with Two Endogenous Discrete Regressors
In REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables
dataCopDis2 R Documentation
Simulated Dataset with Two Endogenous Discrete Regressors
Description
A dataset with two exogenous regressors,
X1,X2, and two endogenous, discrete (Poisson distributed) regressors,
P1 and P2.
An intercept and a dependent variable, y, are also included.
The true parameter values for the coefficients of the intercept and the exogenous variables are: b0 = 2, b1 = 1.5,
b2 = -3. The true parameter values for the coefficients of the endogenous regressors are a1 = -1 for P1 and
a2 = 0.8 for P2.
Usage
data("dataCopDis2")
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, having a Poisson distribution with parameter lambda equal to 3, and endogenous.
P2a numeric vector, having a Poisson distribution with parameter lambda equal to 3, and endogenous.
Author(s)
Raluca Gui raluca.gui@business.uzh.ch
REndo documentation built on July 3, 2024, 1:06 a.m.
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.
| dataCopDis2 | R Documentation |
Simulated Dataset with Two Endogenous Discrete Regressors
Description
A dataset with two exogenous regressors,
X1,X2, and two endogenous, discrete (Poisson distributed) regressors,
P1 and P2.
An intercept and a dependent variable, y, are also included.
The true parameter values for the coefficients of the intercept and the exogenous variables are: b0 = 2, b1 = 1.5,
b2 = -3. The true parameter values for the coefficients of the endogenous regressors are a1 = -1 for P1 and
a2 = 0.8 for P2.
Usage
data("dataCopDis2")
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, having a Poisson distribution with parameter lambda equal to 3, and endogenous.
P2a numeric vector, having a Poisson distribution with parameter lambda equal to 3, and endogenous.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.