compare_lm {drape}

Generate simulation data and evaluate OLS estimator.

Description

Generate simulation data and evaluate OLS estimator.

Usage

compare_lm(n, ex_setting, f_setting)

Arguments

n

integer number of samples. For "401k" ex_setting this is ignored and the whole data set is used.

ex_setting

string "normal", "mixture2", "mixture3", "logistic", "t4", "401k".

f_setting

string "plm", "additive", "interaction".

Value

list containing estimate, standard error estimate, and sample theta (for debugging).