dataHigherMoments: Simulated Dataset with One Endogenous Regressor
In REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables
dataHigherMoments R Documentation
Simulated Dataset with One Endogenous Regressor
Description
A dataset with two exogenous regressors,
X1,X2, and one endogenous, continuous 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("dataHigherMoments")
Format
A data frame with 2500 observations on 4 variables:
ya numeric vector representing the dependent variable.
X1a numeric vector, normally distributed and exogenous.
X2a numeric vector, normally distributed and exogenous.
Pa numeric vector, continuous and endogenous regressor, normally distributed.
Author(s)
Raluca Gui raluca.gui@business.uzh.ch
Examples
data("dataHigherMoments")
# to recover the parameters,
# on average over many simulations
higherMomentsIV(formula = y ~ X1 + X2 + P|P|IIV(iiv=yp),
data=dataHigherMoments)
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.
| dataHigherMoments | R Documentation |
Simulated Dataset with One Endogenous Regressor
Description
A dataset with two exogenous regressors,
X1,X2, and one endogenous, continuous 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("dataHigherMoments")
Format
A data frame with 2500 observations on 4 variables:
ya numeric vector representing the dependent variable.
X1a numeric vector, normally distributed and exogenous.
X2a numeric vector, normally distributed and exogenous.
Pa numeric vector, continuous and endogenous regressor, normally distributed.
Author(s)
Raluca Gui raluca.gui@business.uzh.ch
Examples
data("dataHigherMoments")
# to recover the parameters,
# on average over many simulations
higherMomentsIV(formula = y ~ X1 + X2 + P|P|IIV(iiv=yp),
data=dataHigherMoments)
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.