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

Code:
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

© MD*Tech - Method and Data Technologies, generated on 19.7.2000 .