ex.dt.bad {poisFErobust} | R Documentation |
Poisson data violating conditional mean assumption
Description
A data.table containing id
by day
observations of Poisson
random variables which violate the conditional mean assumption of
Wooldridge (1999).
Usage
data("ex.dt.bad")
Format
A data.table with 450 observations on the following 7 variables.
id
a factor with levels
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
day
a numeric vector
fe
a numeric vector
x1
a numeric vector
x2
a numeric vector
y
a numeric vector
x1.lead
a numeric vector
Details
The data were simulated like
y <- rpois(1, exp(fe + x1 + x2 + 2.5*x1.lead))
where fe
, x1
, and x2
are standard normal random variables.
fe
varies only across id
.
x1.lead
is a one period lead of x1
which causes the violation
of the conditional mean assumption.
References
Wooldridge, Jeffrey M. (1999): "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, 90, 77-97.
Examples
data("ex.dt.bad")
str(ex.dt.bad)