Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: eiv
See also: eivlinearinstr

Macro: eivnonlinearinstr
Description: eivnonlinearinstr handle vector-explanatory variable model, which extends the results given by eivlinearinstr. The calculating results are based on moment methods. See Fuller(1987), page 148-151.

Link:
Usage: beta = eivnonlinearinstr(X,W,Y)
Input:
X n x 1 matrix, the design variables
W n x 1 matrix, the instrumental variables
Y n x 1 matrix, the response
Output:
beta vector, the estimate

Example:
library("eiv")
library("xplore")
n=100
randomize(n)
X=floor(uniform(n,3)*6+#(4,5,5)')
W=floor(uniform(n,4)*8+#(3,3,2,2)')
Y=floor(uniform(n)*9+2)
gest=eivnonlinearinstr(X,W,Y)
gest
Result:
gest=(0.19413, 0.24876, 0.37562)

Library: eiv
See also: eivlinearinstr

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Hua Liang, 970730
(C) MD*TECH Method and Data Technologies, 28.6.1999