beta_AD: Caculate the estimators of beta on the A-opt and D-opt

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

Caculate the estimators of beta on the A-opt and D-opt

Description

Caculate the estimators of beta on the A-opt and D-opt

Usage

beta_AD(K = K, nk = nk, alpha = alpha, X = X, y = y)

Arguments

K	is the number of subsets
nk	is the length of subsets
alpha	is the significance level
X	is the observation matrix
y	is the response vector

Value

A list containing:

betaA	The estimator of beta on the A-opt.
betaD	The estimator of beta on the D-opt.

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")}

Examples

 p=6;n=1000;K=2;nk=200;alpha=0.05;sigma=1
 e=rnorm(n,0,sigma); beta=c(sort(c(runif(p,0,1))));
 data=c(rnorm(n*p,5,10));X=matrix(data, ncol=p);
 y=X%*%beta+e;
 beta_AD(K=K,nk=nk,alpha=alpha,X=X,y=y)

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