dataHMLewbel: Simulated Dataset
In Rgui/REndo_1.0: Fitting Linear Models with Endogenous Regressors when No External Instruments Are Available
Description
Usage
Format
See Also
Description
A dataset enclosing a dependent variable, y, two exogenous regressors, X1 and X2 and one endogenous variable, P. The endogenous regressor has to have a non-normal distribution for identification. The model is:
y = b0 + b1 * X1 + b2 * X2 + a1 * P + epsilon
True parameter values are b0 = 2, b1 = 1.5, b2 = -3, a1 = -1.
Usage
1
data("dataHMLewbel")
Format
A data frame with 2500 observations on the following 4 variables.
y a numeric vector representing the dependent variable.
X1 a numeric vector, normally distributed and exogenous.
X2 a numeric vector, normally distributed and exogenous.
P a numeric vector, representing an endogenous regressor.
See Also
Rgui/REndo_1.0 documentation built on May 9, 2019, 10:03 a.m.
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Description Usage Format See Also
Description
A dataset enclosing a dependent variable, y, two exogenous regressors, X1 and X2 and one endogenous variable, P. The endogenous regressor has to have a non-normal distribution for identification. The model is:
y = b0 + b1 * X1 + b2 * X2 + a1 * P + epsilon
True parameter values are b0 = 2, b1 = 1.5, b2 = -3, a1 = -1.
Usage
1 | data("dataHMLewbel")
|
Format
A data frame with 2500 observations on the following 4 variables.
ya numeric vector representing the dependent variable.
X1a numeric vector, normally distributed and exogenous.
X2a numeric vector, normally distributed and exogenous.
Pa numeric vector, representing an endogenous regressor.
See Also
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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