Displaying 1 result from an estimated 1 matches for "datathreeone".
2007 May 30
1
Generating Data using Formulas
...tes B1 (1) and B2(.8). Repeat at least 100 times and find the average of the B's. Use these average to estimate the bias of the ols estimators.
To start I did the following non lagged program.
final<-function(i,j){x<-function(i) {10*i}
y<-function(i,j) {1+.8*10*i+100*rnorm(j)}
datathreeone<- data.frame(replicate(100,coef(lm(y(i,j)~x(i)))))
rowMeans(datathreeone)}
final(1:25,25)
final(1:50,50)
final(1:100,100)
final(1:200,200)
final(1:10000,10000)
Now the "only" thing I need to to is change ".8*10*i" which is exogenous to ".8* y(t-1) ".
There...