dataCopCont {REndo}

Simulated Dataset with One Endogenous Continuous Regressor

Description

A dataset with two exogenous regressors, X1,X2, and one endogenous, continuous regressor, P, having a T-distribution with 3 degrees of freedom. 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("dataCopCont")

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 having T-distribution with 3 degrees of freedom.

Author(s)

Raluca Gui [e-mail]