datc {CovSel}R Documentation

Simulated Data, Continuous

Description

This data is simulated. The covariates, X, are all generated from a standard normal distribution and they are all independent except for x7 and x8 (cor(x7,x8)=0.5). The code generating the data is

library(MASS)
set.seed(9327529)
n<-1000
eta<-mvrnorm(n,rep(0,2),diag(1,2,2))
Sigma=diag(1,10,10)
Sigma[7,8]<-Sigma[8,7]<-0.5
X<-mvrnorm(n,rep(0,10),Sigma)
y0<-2+2*X[,1]+2*X[,2]+2*X[,5]+2*X[,6]+2*X[,8]+eta[,1]
y1<-4+2*X[,1]+2*X[,2]+2*X[,5]+2*X[,6]+2*X[,8]+eta[,2]
e<-1/(1+exp(-0.5*X[,1]-0.5*X[,2]-0.5*X[,3]-0.5*X[,4]-0.5*X[,7]))
T<-rbinom(n,1,e)
y<-y1*T+y0*(1-T)
datc<-data.frame(x1=X[,1],x2=X[,2],x3=X[,3],x4=X[,4],x5=X[,5],x6=X[,6],
x7=X[,7],x8=X[,8],x9=X[,9],x10=X[,10],y0,y1,y,T)

Usage

data(datc)

Format

A data frame with 1000 observations on the following 14 variables.

x1

a numeric vector

x2

a numeric vector

x3

a numeric vector

x4

a numeric vector

x5

a numeric vector

x6

a numeric vector

x7

a numeric vector

x8

a numeric vector

x9

a numeric vector

x10

a numeric vector

y0

a numeric vector

y1

a numeric vector

y

a numeric vector

T

a numeric vector


[Package CovSel version 1.2.1 Index]