dataHetIV: Simulated Dataset with One Endogenous Continuous Regressor
In mmeierer/REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables
dataHetIV R Documentation
Simulated Dataset with One Endogenous Continuous Regressor
Description
A dataset with two exogenous regressors,
X1,X2, one endogenous, continuous regressor P, and the dependent variable y.
The true parameter values for the coefficients are: b0 = 2, b1 = 1.5,
b2 = 3 and the coefficient of the endogenous regressor, P, is equal to a1 = -1.
Usage
data("dataHetIV")
Format
A data frame with 2500 observations on 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, continuous and endogenous regressor, normally distributed.
Author(s)
Raluca Gui raluca.gui@business.uzh.ch
mmeierer/REndo documentation built on July 16, 2024, 4:25 a.m.
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| dataHetIV | R Documentation |
Simulated Dataset with One Endogenous Continuous Regressor
Description
A dataset with two exogenous regressors,
X1,X2, one endogenous, continuous regressor P, and the dependent variable y.
The true parameter values for the coefficients are: b0 = 2, b1 = 1.5,
b2 = 3 and the coefficient of the endogenous regressor, P, is equal to a1 = -1.
Usage
data("dataHetIV")
Format
A data frame with 2500 observations on 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, continuous and endogenous regressor, normally distributed.
Author(s)
Raluca Gui raluca.gui@business.uzh.ch
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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