| 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 |