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: eivlinearinstr

Quantlet: eivlinearinstrvec
Description: eivlinearinstrvec handle vector-explanatory variable model, which extends the results given by eivlinearinstr. The calculating results are based on moment methods.

Reference(s):

Link:
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

Example:
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

Result:
Contents of gest
[1,]  0.19413
[2,]  0.24876
[3,]  0.37562



Author: H. Liang, W. Haerdle, 19970730 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006