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More clear statement about the question of how to generate regression matrix with correlation matrix
2003 Jul 12
1
More clear statement about the question of how to generate regression matrix with correlation matrix
Dear R community:
I am trying to do a simulation study mentioned by Fu (1998), Journal of Computational and Graphical Statistics, Volume7, Number 3, Page 397-416. In order to give a clear statement of quesion I copy the following paragraph from the article: We compare the bridge model with the OLS, the lasso and the ridge in a simulation of a linear regression model of 30 observations and 10 regressors Y = beta0 + beta1*x1 + ... + be...