dataHigherMoments: Simulated Dataset with One Endogenous Regressor
Description
A dataset with two exogenous regressors,
X1,X2, and one endogenous, continuous regressor P.
An intercept and a dependent variable, y, are also included.
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("dataHigherMoments")
Arguments
Format
A data frame with 2500 observations on 4 variables:
y
a numeric vector representing the dependent variable.
X1
a numeric vector, normally distributed and exogenous.
X2
a numeric vector, normally distributed and exogenous.
P
a numeric vector, continuous and endogenous regressor, normally distributed.
data("dataHigherMoments")
# to recover the parameters,# on average over many simulationshigherMomentsIV(formula = y ~ X1 + X2 + P|P|IIV(iiv=yp),
data=dataHigherMoments)