dataLatentIV: Simulated Dataset with One Endogenous Continuous Regressor

Description Usage Format Author(s)

Description

A dataset with one endogenous regressor P, an instrument Z used to build P, an intercept and a dependent variable, y. The true parameter values for the coefficients are: b0 = 3 for the intercept and a1 = -1 for P.

Usage

1
data("dataLatentIV")

Format

A data frame with 2500 observations on 3 variables:

y

a numeric vector representing the dependent variable.

P

a numeric vector representing the endogenous variable.

Z

a numeric vector used in the construction of the endogenous variable, P.

Author(s)

Raluca Gui raluca.gui@business.uzh.ch


REndo documentation built on Sept. 5, 2021, 5:37 p.m.