data.iv | R Documentation |
This data set is on the use of instrumental variables.
data.iv
A data frame with 8 observations on the following five variables:
y | endogenous variable. |
x1 | first exogenous variable. |
x2 | second exogenous variable. |
z1 | first instrumental variable. |
z2 | second instrumental variable. |
In Auer et al. (2023, Chap. 20) these hypothetical data are used to illustrate the use of two stage least squares estimation with instrumental variables.
Auer, L.v., Hoffmann, S. & Kranz, T. (2023): Ökonometrie - Das R-Arbeitsbuch, 2nd ed., Springer-Gabler (https://www.oekonometrie-lernen.de).
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