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. |
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 |
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
gest=(0.19413, 0.24876, 0.37562)
Library: | eiv |
See also: | eivlinearinstr |