Wissel {rvif}R Documentation

Wissel data

Description

Wissel data on outstanding mortgage debt.

Usage

data("Wissel")

Format

A data frame with 17 observations on the following 6 variables:

t

Year.

D

Outstanding mortgage debt (dependent variable).

cte

Intercept.

C

Personal consumption (trillions of dollars).

I

Personal income (trillions of dollars).

CP

Outstanding consumer credit (trillions of dollars).

References

Wissel, J. (2009). A new biased estimator for multivariate regression models with highly collinear variables. Ph.D. thesis, Erlangung des naturwissenschaftlichen Doktorgrades der Bayerischen Julius-Maximilians-Universität Würzburg.

Examples

data(Wissel)
head(Wissel, n=5)
y = Wissel[,2]
X = as.matrix(Wissel[,3:6])
Theorem(y, X)

[Package rvif version 2.0 Index]