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From: we wewe on 30 Jul 2010 14:07

β=(3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0)
and σ=15. The predictors X were generated as follows:
xi=Z1+e
, Z1∼N.0, 1, i=1, . . . ,5,
xi=Z2+e
, Z2∼N.0, 1, i=6, . . . ,10,
xi=Z3+e
, Z3∼N.0, 1, i=11, . . . ,15,
xi∼N.0, 1, xi independent identically distributed, i=16, : : : , 40
e~iid n(0,0.16)

how to simulate design matrix X???
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