Create configuration for Klein & Vella data generation

Create configuration for Klein & Vella data generation

Usage

create_klein_vella_config(
  n,
  k = 1,
  beta1,
  beta2,
  gamma1,
  rho,
  delta1,
  delta2,
  x_dist = "normal",
  seed = NULL,
  verbose = TRUE
)

Arguments

n

Sample size

k

Number of exogenous variables (default = 1)

beta1

Coefficients for Y1 equation (length k+1 including intercept)

beta2

Coefficients for Y2 equation (length k+1 including intercept)

gamma1

Endogenous parameter in Y1 equation

rho

Correlation between structural errors

delta1

Variance function parameters for epsilon1 (length k+1)

delta2

Variance function parameters for epsilon2 (length k+1)

x_dist

Distribution of X variables ("normal", "uniform", "mixed")

seed

Random seed

verbose

Whether to print information

Value

List containing configuration parameters

Examples

# Simple example with one X variable
config <- create_klein_vella_config(
  n = 1000,
  beta1 = c(0.5, 1.5),
  beta2 = c(1.0, -1.0),
  gamma1 = -0.8,
  rho = 0.6,
  delta1 = c(0.1, 0.3),
  delta2 = c(0.2, -0.2)
)
#> Klein & Vella configuration created:
#>   Sample size: 1000
#>   Number of X variables: 1
#>   True gamma1: -0.800
#>   Error correlation: 0.600