MSEbeta: Calculate MSE values for different beta estimation methods

In COR: The COR for Optimal Subset Selection in Distributed Estimation

Calculate MSE values for different beta estimation methods

Description

Calculate MSE values for different beta estimation methods

Usage

MSEbeta(X, Y, alpha, K, nk)

Arguments

X	The design matrix (observations).
Y	The response vector.
alpha	The significance level.
K	The number of subsets.
nk	The length of subsets (number of observations in each subset).

Value

A list containing:

MSECOR	The MSE of the COR beta estimator.
MSEAopt	The MSE of the A-optimal beta estimator.
MSEDopt	The MSE of the D-optimal beta estimator.
MSElic	The MSE of the LIC beta estimator.

References

Guo, G., Song, H. & Zhu, L. The COR criterion for optimal subset selection in distributed estimation. Statistics and Computing, 34, 163 (2024). \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s11222-024-10471-z")}

COR documentation built on April 4, 2025, 5:13 a.m.