|
Subject: | XploRe Application Guide |
See XploRe: | eivvec2 |
Quantlet: | eiv07 | |
Description: | estimates the vector of parameters of eiv model for simulated data using eivvec2 | |
Download: | eiv07.xpl |
library("xplore") library("eiv") n=100 randomize(n) sig=0*matrix(3,3) sig[,1]=#(0.25, 0.09, 0.1) sig[,2]=#(0.09, 1, 0.2) sig[,3]=#(0.1, 0.2, 0.4) x=sort(uniform(n,3)*sig) w=x+0.03*normal(n,3) beta0=#(0.5, 0.6, 0.7) y=x*beta0+0.05*normal(n) gamma=(#(0.03,0,0,0))'|(#(0,0,0)~0.05*unit(3)) gest=eivvec2(w,y,gamma) gest.hatbeta gest.sigmam
Subject: | XploRe Application Guide |
See XploRe: | eivvec2 |