Peter Ebbes, Michel Wedel, and Ulf Böckenholt, "Frugal IV Alternatives to Identify the Parameter for an Endogenous Regressor", Journal of Applied Econometrics, Vol. 24, No. 3, 2009, pp. 446-468. Data in Section 4.1 used are from: Hand, D. J., Daly, F., Lunn, A. D., McConway, K. J., and E. Ostrowski (1993). Handbook of Small Data Sets. Chapman & Hall/CRC, London. http://www.stat.ncsu.edu/sas/sicl/data/ This datafile contains measures on ice cream consumption over 30 four week periods. All variables were standardized. ***** Data used in Section 5 are from (see p198): Madansky, A. (1959), "The fitting of straight lines when both variables are subject to error", Journal of the American Statistical Association, 54:173-205. This datafile contains 50 measures on yield strength and hardness of artillery shells, and has a natural (experimental) instrumental variable (low vs. high heat). All variables were standardized. ***** Each dataset is in a separate ASCII file in DOS format. The ice cream data are in ice-cream.txt, and the shell data are in shells.txt. These two files are zipped in the file ewb-data.zip. Unix/Linux users should use "unzip -a". ICE CREAM DATA (section 4.1) date IC price income temp 1 .386 .270 78 41 2 .374 .282 79 56 3 .393 .277 81 63 4 .425 .280 80 68 5 .406 .272 76 69 6 .344 .262 78 65 7 .327 .275 82 61 8 .288 .267 79 47 9 .269 .265 76 32 10 .256 .277 79 24 11 .286 .282 82 28 12 .298 .270 85 26 13 .329 .272 86 32 14 .318 .287 83 40 15 .381 .277 84 55 16 .381 .287 82 63 17 .470 .280 80 72 18 .443 .277 78 72 19 .386 .277 84 67 20 .342 .277 86 60 21 .319 .292 85 44 22 .307 .287 87 40 23 .284 .277 94 32 24 .326 .285 92 27 25 .309 .282 95 28 26 .359 .265 96 33 27 .376 .265 94 41 28 .416 .265 96 52 29 .437 .268 91 64 30 .548 .260 90 71 MADANSKY MEASUREMENT ERROR (Section 5) x y temp ID 229 845 1 1 230 810 1 2 235 750 1 3 235 750 1 4 235 755 1 5 235 755 1 6 235 765 1 7 235 795 1 8 235 795 1 9 235 930 1 10 239 905 1 11 241 760 1 12 241 760 1 13 241 760 1 14 241 795 1 15 241 800 1 16 241 805 1 17 241 815 1 18 241 825 1 19 241 825 1 20 241 835 1 21 241 870 1 22 241 875 1 23 241 960 1 24 241 1050 1 25 277 900 2 26 285 800 2 27 285 815 2 28 285 815 2 29 285 925 2 30 285 965 2 31 285 970 2 32 285 970 2 33 285 975 2 34 285 975 2 35 285 975 2 36 285 1010 2 37 285 1030 2 38 285 1045 2 39 285 1150 2 40 285 1160 2 41 293 940 2 42 293 1005 2 43 293 1005 2 44 293 1015 2 45 293 1040 2 46 302 935 2 47 302 1075 2 48 302 1095 2 49 321 1140 2 50