dataHMLewbel: Simulated Dataset

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

hmlewbel


Rgui/REndo_1.0 documentation built on May 10, 2017, 9:16 a.m.