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AER (version 1.2-14)

WeakInstrument: Artificial Weak Instrument Data

Description

Artificial data set to illustrate the problem of weak instruments.

Usage

data("WeakInstrument")

Arguments

Format

A data frame containing 200 observations on 3 variables.

y

dependent variable.

x

regressor variable.

z

instrument variable.

References

Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.

See Also

StockWatson2007

Examples

Run this code
data("WeakInstrument")
fm <- ivreg(y ~ x | z, data = WeakInstrument)
summary(fm)

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