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: eivnonlinearinstr

Macro: eivlinearinstr
Description: eivlinearinstr presents the moment estimates of the regression coefficients in the measurement error model with single predictor, which has an instrumental variable W. All of the variables obey normal distributions. All parameters are estimated by moment method in measurement error models. Details see Fuller(1987), page 50-53.

Link:
Usage: {beta1,beta0} = eivlinearinstr(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:
beta1 scalar, the estimate
beta0 scalar, the estimate

Example:
library("eiv")
n=100
randomize(n)
V=uniform(n,3).*#(4,3,4)'+#(3,3,3)'
Y=V[,1]
X=V[,2]
W=V[,3]
gest=eivlinearinstr(X,W,Y)
gest.beta1
gest.beta0	   
Result:
gest.beta1=-1.1709; gest.beta0=10.135

Library: eiv
See also: eivnonlinearinstr

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