@@ -1354,19 +1354,19 @@ def make_ssm_data(n_obs=8000, dim_x=100, theta=1, mar=True, return_type='DoubleM
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.. math::
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- y_i &= \\ theta d_i + x_i' \\ beta d_i + u_i, & with Y being observed if s = 1,
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+ y_i &= \\ theta d_i + x_i' \\ beta d_i + u_i,
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- s_i &= 1\\ left\\ lbrace d_i + \\ gamma z_i + x_i' \\ beta + v_i > 0 \\ right\\ rbrace, & &d_i
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- = 1\\ left\\ lbrace x_i' \\ beta + w_i > 0 \\ right\\ rbrace,
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+ s_i &= 1\\ left\\ lbrace d_i + \\ gamma z_i + x_i' \\ beta + v_i > 0 \\ right\\ rbrace,
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+ d_i &= 1\\ left\\ lbrace x_i' \\ beta + w_i > 0 \\ right\\ rbrace,
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- with covariates :math:`x_i \\ sim \\ mathcal{N}(0, \\ Sigma^2_x)`, where
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+ with Y being observed if :math:`s_i = 1` and covariates :math:`x_i \\ sim \\ mathcal{N}(0, \\ Sigma^2_x)`, where
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:math:`\\ Sigma^2_x` is a matrix with entries
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:math:`\\ Sigma_{kj} = 0.5^{|j-k|}`.
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:math:`\\ beta` is a `dim_x`-vector with entries :math:`\\ beta_j=\\ frac{0.4}{j^2}`
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:math:`z_i \\ sim \\ mathcal{N}(0, 1)`,
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:math:`(u_i,v_i) \\ sim \\ mathcal{N}(0, \\ Sigma^2_{u,v})`,
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- :math:`w_i \\ sim \\ mathcal{N}(0, 1)`
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+ :math:`w_i \\ sim \\ mathcal{N}(0, 1)`.
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The data generating process is inspired by a process used in the simulation study (see Appendix E) of Bia,
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