dataCopDisCont: Simulated Dataset with Two Endogenous Regressors
In REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables
dataCopDisCont R Documentation
Simulated Dataset with Two Endogenous Regressors
Description
A dataset with two exogenous regressors,
X1,X2, and two endogenous regressors,
P1, having a Poisson distribution with lambda parameter equal to 3, 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 coefficients are: b0 = 2, b1 = 1.5,
b2 = -3 and the coefficient of the endogenous regressor P1 is set to a1 = -1 and of P2 is set to a2=0.8.
Usage
data("dataCopDisCont")
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 Poisson distribution with parameter lambda equal to 3.
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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| dataCopDisCont | R Documentation |
Simulated Dataset with Two Endogenous Regressors
Description
A dataset with two exogenous regressors,
X1,X2, and two endogenous regressors,
P1, having a Poisson distribution with lambda parameter equal to 3, 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 coefficients are: b0 = 2, b1 = 1.5,
b2 = -3 and the coefficient of the endogenous regressor P1 is set to a1 = -1 and of P2 is set to a2=0.8.
Usage
data("dataCopDisCont")
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 Poisson distribution with parameter lambda equal to 3.
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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