WeakInstrument {AER} | R Documentation |
Artificial data set to illustrate the problem of weak instruments.
data("WeakInstrument")
A data frame containing 200 observations on 3 variables.
dependent variable.
regressor variable.
instrument variable.
Online complements to Stock and Watson (2007).
http://wps.aw.com/aw_stock_ie_2/0,12040,3332253-,00.html
Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.
data("WeakInstrument") fm <- ivreg(y ~ x | z, data = WeakInstrument) summary(fm)