simData: Simulated data.

In gmm4: S4 Generalized Method of Moments

Description

This dataset is used in several documentation files to illustrate the different functionality of the package.

Usage

data("simData")

Format

A data frame with 50 observations on the following 12 variables. See the examples for the method used to generate them.

y

a numeric vector

y1

a numeric vector

y3

a numeric vector

y2

a numeric vector

z1

a numeric vector

x1

a numeric vector

z2

a numeric vector

x2

a numeric vector

z3

a numeric vector

x3

a numeric vector

x4

a numeric vector

z4

a numeric vector

z5

a numeric vector

Examples

# Here is how the data was simulated
set.seed(1122)
n <- 50
x1 <- rchisq(n,5)
x2 <- rchisq(n,5)
x3 <- rnorm(n)
x4 <- rnorm(n)
z1 <- .2*x1+rnorm(n)
z2 <- .2*x2+rnorm(n)
z3 <- rnorm(n)
z4 <- rnorm(n)
z5 <- rnorm(n)
y <- y1 <- x1+rnorm(n)
y2 <- 2*x1+rnorm(n)
y3 <- 0.5*x2+rnorm(n)
simData <- data.frame(y=y, y1=y1,y3=y3,y2=y2, z1=z1,x1=x1,z2=z2,x2=x2,z3=z3,x3=x3,
                  x4=x4,z4=z4,z5=z5)

gmm4 documentation built on Dec. 6, 2019, 3:01 a.m.