R: Artificial Weak Instrument Data

WeakInstrument {AER} | R Documentation

## Artificial Weak Instrument Data

### Description

Artificial data set to illustrate the problem of weak instruments.

### Usage

    data("WeakInstrument")

### Format

A data frame containing 200 observations on 3 variables.

y

  dependent variable.

x

  regressor variable.

z

  instrument variable.

### Source

Online complements to Stock and Watson (2007).

### References

Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.

### See Also

`StockWatson2007`

### Examples

    data("WeakInstrument")
    fm <- ivreg(y ~ x | z, data = WeakInstrument)
    summary(fm)

[Package AER version 1.2-5 Index]