artificial2sls_contaminated {ivgets}

Artificial data set with outliers for illustration.

Description

A data set containing dependent variable, endogenous and exogenous regressors, and excluded instruments for 2SLS models. The structural error is also stored even though not observed in practice. Some errors are contaminated, making these observations outliers.

Usage

artificial2sls_contaminated

Format

A data frame with 100 observations (rows) and 16 variables (columns):

name	variable description
y	dependent variable
x1	intercept
x2	relevant exogenous regressor
x3	irrelevant exogenous regressor
x4	irrelevant exogenous regressor
x5	irrelevant exogenous regressor
x6	irrelevant exogenous regressor
x7	irrelevant exogenous regressor
x8	irrelevant exogenous regressor
x9	irrelevant exogenous regressor
x10	irrelevant exogenous regressor
x11	relevant endogenous regressor
u	structural error (in practice unobserved)
z11	excluded instrument
z12	excluded instrument
id	unique observation identifier

Details

The data frame has two additional attributes that store the indices of the outliers, "outliers", and their magnitudes "magnitude".