data.iv {desk} | R Documentation |
Instrumental Variables
Description
This data set is on the use of instrumental variables.
Usage
data.iv
Format
A data frame with 8 observations on the following five variables:
y | endogenous variable. |
x1 | first exogenous variable. |
x2 | second exogenous variable. |
z1 | first instrumental variable. |
z2 | second instrumental variable. |
Details
In Auer et al. (2023, Chap. 20) these hypothetical data are used to illustrate the use of two stage least squares estimation with instrumental variables.
Source
Auer, L.v., Hoffmann, S. & Kranz, T. (2023): Ökonometrie - Das R-Arbeitsbuch, 2nd ed., Springer-Gabler (https://www.oekonometrie-lernen.de).
[Package desk version 1.1.1 Index]