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From: we wewe on 1 Aug 2010 02:45
I don't know how to generate data set in this situation..
xi=Z1+e, Z1∼N.(0, 1), i=1, . . . ,15,
e~ N(.0, 1), e is independent identically distributed,
xi~iid N(0,1) i=16, : : : , 40

we simulated 50 data sets consisting of 50/50/400 observations and 40 predictors.
We chose
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+ei
, Z1∼N.(0,1), i=1, . . . ,5,
xi=Z2+ei
, Z2∼,N.(0,1), i=6, . . . ,10,
xi=Z3+ei
, Z3∼N.(0,1), , i=11, . . . ,15,
xi∼N.0, 1, xi independent identically distributed, i=16, : : : , 40
e~iid N(0,0.16)
From: Walter Roberson on 1 Aug 2010 03:25
we wewe wrote:
> I don't know how to generate data set in this situation..
> xi=Z1+e, Z1∼N.(0, 1), i=1, . . . ,15,
> e~ N(.0, 1), e is independent identically distributed, xi~iid N(0,1)
> i=16, : : : , 40
>
> we simulated 50 data sets consisting of 50/50/400 observations and 40
> predictors.
> We chose
> 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+ei
> , Z1∼N.(0,1), i=1, . . . ,5,
> xi=Z2+ei
> , Z2∼,N.(0,1), i=6, . . . ,10,
> xi=Z3+ei
> , Z3∼N.(0,1), , i=11, . . . ,15,
> xi∼N.0, 1, xi independent identically distributed, i=16, : : : , 40
> e~iid N(0,0.16)

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