tobitmc: Tobitmc Data

In ccolonescu/PoEdata: PoE data for R

Usage

data("tobitmc")

Format

A data frame with 1000 observations on the following 9 variables.

B1

ols estimate of intercept based on full sample

B2

ols estimate of slope based on full sample

sighat

esitmate of standard deviation based on b1 and b2

B1PLUS

ols estimate of intercept based on positive y

B2PLUS

ols estimate of slope based on positive y

sigplus

esitmate of standard deviation based on b1plus and b2plus

BETA1

tobit estimate of intercept

BETA2

tobit estimate of slope

sig

tobit estimate of standard deviation

Source

http://principlesofeconometrics.com/poe4/poe4.htm

References

Simulated data

Examples

data(tobitmc)
## maybe str(tobitmc) ; plot(tobitmc) ...

ccolonescu/PoEdata documentation built on May 13, 2019, 2:17 p.m.