Nonnested {ETM}R Documentation

Artifical datas for testing non-nested models

Description

artificial datas

number of observations : 40

Usage

data(Nonnested)

Format

A dataframe containing :

ID
the observation number
x1
the regressor x1
x2
the regressor x2
z2
the regressor z2
z3
the regressor z3
z4
the regressor z4

Note

“These are artificial data where x1, x2, z3, and z4 are independent drawings from the standard normal distribution, and z2 = x1-x2 plus another vector of independent standard normal drawings.”

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 15.


[Package ETM version 0.1-2 Index]