opsr_simulate {OPSR} | R Documentation |
Simulate Data from an OPSR Process
Description
Simulates data from an ordered probit process and separate (for each regime) OLS process where the errors follow a multivariate normal distribution.
Usage
opsr_simulate(nobs = 1000, sigma = NULL)
Arguments
nobs |
number of observations to simulate. |
sigma |
the covariance matrix of the multivariate normal. |
Details
Three ordinal outcomes are simulated and the distinct design matrices (W
and
X
) are used (if W == X
the model is poorely identified). Variables ys
and
xs
in data
correspond to the selection process and yo
, xo
to the outcome
process.
Value
Named list:
params |
ground truth parameters. |
data |
simulated data (as observed by the researcher). See also 'Details' section. |
errors |
error draws from the multivariate normal (as used in the latent process). |
sigma |
assumed covariance matrix (to generate |
[Package OPSR version 1.0.0 Index]