GJRM.data (version 0.1-1)

dataDE: Simulated data with two endogenous variables

Description

Simulated data with two endogenous variables and binary outcome.

Usage

data(dataDE)

Format

dataDE is a 2000 row data frame with the following columns:

y1

First endogenous variable.

y2

Second endogenous variable.

y3

Binary outcome.

x1, x2

Covariates.

x3

Covariate influencing only y1.

x4

Covariate influencing only y2.

Examples

# Data have been simulated as shown below

n  <- 2000
x1 <- round(runif(n))
x2 <- runif(n)
x3 <- runif(n)
x4 <- rnorm(n)
u  <- rnorm(n)

y1 <- ifelse(-1.55 +               x1 - x2 + x3 + u + rnorm(n) > 0, 1, 0)
y2 <- ifelse(-0.25 -           0.5*x1 + x2 + x4 + u + rnorm(n) > 0, 1, 0)
y3 <- ifelse(-0.75 + 0.5*y1 - y2 + x1 + x2      + u + rnorm(n) > 0, 1, 0)

dataDE <- data.frame(y1, y2, y3, x1, x2, x3, x4)