generate_data {robust2sls}

Random data of 2SLS model (Monte Carlo)

Description

generate_data draws random data for a 2SLS model given the parameters.

Usage

generate_data(parameters, n)

Arguments

parameters

A list with 2SLS model parameters as created by generate_param.

n

Sample size to be drawn.

Value

generate_data returns a data frame with n rows (observations) and the following variables of the 2SLS model: dependent variable y, exogenous regressors x1, endogenous regressors x2, structural error u, outside instruments z2, first stage projection errors r1 (identical to zero) and r2.