dataCopDis2: Simulated Dataset with Two Endogenous Discrete Regressors

Description Usage Format Author(s)

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

1
data("dataCopDis2")

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, having a Poisson distribution with parameter lambda equal to 3, and endogenous.

P2

a 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 Sept. 5, 2021, 5:37 p.m.