generate_data: Random data of 2SLS model (Monte Carlo)
In robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing

generate_data

R Documentation

Random data of 2SLS model (Monte Carlo)

Description

generate_data draws random data for a 2SLS model given the parameters.

Usage

generate_data(parameters, n)

Arguments

`parameters`	A list with 2SLS model parameters as created by generate_param.
`n`	Sample size to be drawn.

Value

generate_data returns a data frame with n rows (observations) and the following variables of the 2SLS model: dependent variable y, exogenous regressors x1, endogenous regressors x2, structural error u, outside instruments z2, first stage projection errors r1 (identical to zero) and r2.

robust2sls documentation built on Jan. 11, 2023, 5:13 p.m.