| Library: | eiv |
| See also: | eivlinearinstr |
| Macro: | eivlinearinstrvec | |
| Description: | eivlinearinstrvec handle vector-explanatory variable model, which extends the results given by eivlinearinstr. The calculating results are based on moment methods. |
| Usage: | beta = eivlinearinstrvec(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("xplore")
library("eiv")
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=eivlinearinstrvec(x,w,y)
gest
Contents of gest [1,] 0.19413 [2,] 0.24876 [3,] 0.37562
| Library: | eiv |
| See also: | eivlinearinstr |