OLSvsIV_limit_sim: Testing interface to limit_sim_OLS_IV class.

In fditraglia/fmscr:

Description

Testing interface to limit_sim_OLS_IV class.

Usage

OLSvsIV_limit_sim(tau, pi_sq, n_sim = 10000L)

Arguments

tau	Controls degree of endogeneity of OLS.
pi_sq	First-stage R-squared (strengh of instruments).
n_sim	Number of simulation draws.

Details

This is a testing interface to the C++ class that is used to draw from the limit experiment in the OLS versus TSLS simulation experiment from section 5.1 of the paper.

Value

List of draws from the limit experiment for OLS, TSLS and the sample estimator of tau, as well as the mean vector and covariance matrix used in the simulation.

Examples

foo <- OLSvsIV_limit_sim(5, 0.1)
cov(data.frame(ols = foo$ols, tsls = foo$tsls, tauhat = foo$tauhat))

fditraglia/fmscr documentation built on May 16, 2019, 12:10 p.m.