AER: WeakInstrument – R documentation

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WeakInstrument

Artificial Weak Instrument Data

Artificial data set to illustrate the problem of weak instruments.

data("WeakInstrument")

A data frame containing 200 observations on 3 variables.

Online complements to Stock and Watson (2007).

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)

Applied Econometrics with R

v1.2-10

GPL-2 | GPL-3

Authors

Christian Kleiber [aut] (<https://orcid.org/0000-0002-6781-4733>), Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>)

Initial release

2022-06-13