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Subject: | XploRe Application Guide |
See XploRe: | eivvec1 |
Quantlet: | eiv06 | |
Description: | estimates the vector of parameters of eiv model for simulated data using eivvec1 | |
Download: | eiv06.xpl |
library("xplore") library("eiv") n = 100 randomize(n) nu =#(2,3,4) sig=0*matrix(3,3) sig[,1]=#(0.25, 0.9, 0.1) sig[,2]=#(0.9, 1, 0.2) sig[,3]=#(0.1, 0.2, 4) x=normal(n,3)*sig+nu' w=x+0.01*normal(n,3) a1=#(1.2, 1.3, 1.4) y=0.75+x*a1+0.09*normal(n) sigue=#(0.11, 0.09, 045) siguu=0*matrix(3,3) siguu[,1]=#(1.25, 0.009, 0.01) siguu[,2]=#(0.009,0.081, 0.02) siguu[,3]=#(0.01, 0.02, 1.96) gest=eivvec1(w,y,sigue,siguu) gest.mux gest.hatbeta gest.beta0 gest.hatsigmax gest.hatsigmae
Subject: | XploRe Application Guide |
See XploRe: | eivvec1 |