dataLIV: Simulated Dataset

Description Usage Format Details See Also

Description

A dataset with one endogenous, discrete regressor used for exemplifying the use of the Latent Instrumental Variable function liv.

Usage

1
data("dataLIV")

Format

A data frame with 2500 observations on the following 3 variables.

y

a numeric vector representing the dependent variable.

P

a numeric vector representing a discrete and endogenous regressor.

Z

a numeric vector representing the discrete, latent IV used to build P.

Details

The dataset was modeled according to the following equations:

P = g0 * Z + nu

y = b0 + a1 * P + epsilon

where g0 = 2, b0 = 3 and a1 = -1.

See Also

liv


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