OSA {LIC} | R Documentation |
The OSA gives a simple average estimatoris by averaging all these least squares estimators.
Description
The OSA gives a simple average estimatoris by averaging all these least squares estimators.
Usage
OSA(X, Y, alpha, K, nk)
Arguments
X |
is a design matrix |
Y |
is a random response vector of observed values |
alpha |
is the significance level |
K |
is the number of subsets |
nk |
is the sample size of subsets |
Value
MUA,BetaA,MAEMUA,MSEMUA
Examples
set.seed(12)
X=matrix(data=sample(1:3,1200*5, replace = TRUE) ,nrow=1200,ncol=5)
b=sample(1:3,5, replace = TRUE)
e= rnorm(1200, 0, 1)
Y=X%*%b+e
alpha=0.05
K=10
nk=1200/K
OSA(X,Y,alpha,K,nk)
[Package LIC version 0.0.2 Index]