Displaying 1 result from an estimated 1 matches for "varofy".
2011 Aug 12
1
Which Durbin-Watson is correct? (weights involved) - using durbinWatsonTest and dwtest (packages car and lmtest)
...,k), sigma=sigma,
method="chol"))
names(mypop)<-paste("x",1:k,sep="")
set.seed(123)
mypop$x11<-sample(c(0,1),100000,replace=T)
set.seed(123)
betas<-round(abs(rnorm(k+1)),2) # desired betas
Y<-as.matrix(mypop) %*% betas
mypop<-cbind(mypop, Y)
rSQR<-.5
VARofY<- mean(apply(as.data.frame(mypop$Y),2,function(x){x^2})) -
mean(mypop$Y)^2
mypop$Y<-mypop$Y + rnorm(100000, mean=0, sd=sqrt(VARofY/rSQR-VARofY))
n<-200
set.seed(123)
cases.for.sample<-sample(100000,n,replace=F)
mysample<-mypop[cases.for.sample,]
mysample<-cbind(mysample[k+2],mysa...