| data.fake {StratSel} | R Documentation |
Fake Data for Illustration
Description
This data is just for illustration. The code to generate it is:
set.seed(124)
n <- 1000
x24 <- cbind(rnorm(n), rnorm(n))
error <- rmnorm(n,c(0,0),matrix(c(1,0.6,0.6,1),2,2))
e24 <- error[,2]
y24.latent <- x24%*%c(1,1) + e24
y2 <- rep(NA,n)
y2[y24.latent>0] <- 1
y2[y24.latent<0] <- 0
mod2 <- glm(y2 ~ x24, family=binomial(link=probit))
p24 <- pnorm(predict(mod2))
x11 <- cbind(rnorm(n, sd=0.2), rnorm(n, sd=0.2))
x14 <- cbind(x24[,2],rnorm(n))
e14 <- error[,1]
y14.latent <- x14%*%c(2,1) * p24 - x11%*%c(1,1) + e14
y1 <- rep(NA,n)
y1[y14.latent>0] <- 1
y1[y14.latent<0] <- 0
Y <- rep(NA,n)
Y[y1==0] <- 1
Y[y1==1&y2==0] <- 3
Y[y1==1&y2==1] <- 4
colnames(x11) <- c("var A", "var B")
colnames(x14) <- c("var C", "var D")
colnames(x24) <- c("var E", "var C")
data.fake <- data.frame(Y,x11,x14,x24)
Usage
data(data.fake)
Format
A data frame with 1000 observations on the following 7 variables.
YA numeric vector with values 1,3, and 4 depending on which outcome occurred.
var.AA numeric vector mimicking an explanatory variable as part of
X11.var.BA numeric vector mimicking an explanatory variable as part of
X11.var.CA numeric vector mimicking an explanatory variable as part of
X14and ofX24.var.DA numeric vector mimicking an explanatory variable as part of
X14.var.EA numeric vector mimicking an explanatory variable as part of
X24.var.C.1A numeric vector mimicking an explanatory variable as part of
X14and ofX24. Identical to var.C.
Source
Can be independently re-created by anybody.
Examples
data(data.fake)
summary(data.fake)
## Not run: out1 <- StratSel(Y ~ var.A + var.B | var.C + var.D |
var.E + var.C, data=data.fake, corr=TRUE)
## End(Not run)
## Not run: summary(out1)
# True parameters are 1 or 2 except the three constant terms (which are 0).
# The correlation parameter was set to +0.6.