data.iv: Instrumental Variables
In desk: Didactic Econometrics Starter Kit
data.iv R Documentation
Instrumental Variables
Description
This data set is on the use of instrumental variables.
Usage
data.iv
Format
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.
Details
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.
Source
Auer, L.v., Hoffmann, S. & Kranz, T. (2023): Ökonometrie - Das R-Arbeitsbuch, 2nd ed., Springer-Gabler (https://www.oekonometrie-lernen.de).
desk documentation built on May 29, 2024, 6:05 a.m.
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| data.iv | R Documentation |
Instrumental Variables
Description
This data set is on the use of instrumental variables.
Usage
data.iv
Format
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. |
Details
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.
Source
Auer, L.v., Hoffmann, S. & Kranz, T. (2023): Ökonometrie - Das R-Arbeitsbuch, 2nd ed., Springer-Gabler (https://www.oekonometrie-lernen.de).
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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