mdat {blmeco}

Simulated set of correlated variables

Description

Simulated set of correlated variables. The code for the simulation is given in the details section.

Usage

data("mdat")

Format

A data frame with 100 observations on the following 6 variables.

y

a numeric vector

x1

a numeric vector

x2

a numeric vector

x3

a numeric vector

x4

a numeric vector

x5

a numeric vector

Details

# data simulation library(MASS) Sigma <- matrix(c(1, -0.5, -0.8, -0.5, -0.9, -0.5, 1, 0.5, 0.3, 0.5, -0.8, 0.5, 1, 0.2, 0.5, -0.5, 0.3, 0.2, 1, 0.5, -0.9, 0.5, 0.5, 0.5, 1), ncol=5, byrow=TRUE) set.seed(242) X <-mvrnorm(n = 100, mu=runif(5, -1,1), Sigma=Sigma)

b_true <- c(3, 1.3, -0.5, 0.9, -1.3, 0.4) y_hat <- cbind(1, X) y <- y_hat + rnorm(100) dat <- data.frame(y=y, x1=X[,1], x2=X[,2], x3=X[,3], x4=X[,4], x5=X[,5]) # end of data simulation —————————————————————

Examples

data(mdat)