ex.dt.good: Poisson data satisfying conditional mean assumption

In poisFErobust: Poisson Fixed Effects Robust

Description

A data.table containing id by day observations of Poisson random variables which satisfy the conditional mean assumption of Wooldridge (1999).

Usage

data("ex.dt.good")

Format

A data frame with 500 observations on the following 6 variables.

id

a factor with levels 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50

day

a numeric vector

fe

a numeric vector

x1

a numeric vector

x2

a numeric vector

y

a numeric vector

Details

The data were simulated like y <- rpois(1, exp(fe + x1 + x2)) where fe, x1, and x2 are standard normal random variables. fe varies only across id.

References

Wooldridge, Jeffrey M. (1999): "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, 90, 77-97.

Examples

data("ex.dt.good")
str(ex.dt.good)

poisFErobust documentation built on Feb. 18, 2020, 1:08 a.m.