artificial2sls | R Documentation |
A data set containing dependent variable, endogenous and exogenous regressors, and excluded instruments for 2SLS models. The structural error is also stored even though not observed in practice.
artificial2sls
A data frame with 100 observations (rows) and 16 variables (columns):
name | variable description |
y | dependent variable |
x1 | intercept |
x2 | relevant exogenous regressor |
x3 | irrelevant exogenous regressor |
x4 | irrelevant exogenous regressor |
x5 | irrelevant exogenous regressor |
x6 | irrelevant exogenous regressor |
x7 | irrelevant exogenous regressor |
x8 | irrelevant exogenous regressor |
x9 | irrelevant exogenous regressor |
x10 | irrelevant exogenous regressor |
x11 | relevant endogenous regressor |
u | structural error (in practice unobserved) |
z11 | excluded instrument |
z12 | excluded instrument |
id | unique observation identifier |
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