artificial2sls_contaminated {ivgets} | R Documentation |
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.
artificial2sls_contaminated
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 |
The data frame has two additional attributes that store the indices
of the outliers, "outliers"
, and their magnitudes
"magnitude"
.