algo_leverage: Leveraging

In gdeng96/Homework2: Statistical Computing

Description

This function estimates regression coefficients using a randomly selected subset of the full dataset.

Usage

algo_leverage(Y, X, rsize, method)

Arguments

Y	= response vector
X	= covariate data frame
rsize	= the subset sample size
method	= either "Uniform" or "Leverage" for weighting

Value

output of coefficient estimates, with t-statistic and p-value

Examples

set.seed(123)
fullX <- rt(500, df=6)
fullY <- -1*fullX + rnorm(100)
fullDF <- data.frame(fullY, fullX)
plot(fullX, fullY, main="Full Sample")

summary(lm(fullY ~ fullX))$coef #True coefficients, compare with uniform/leverage output

algo_leverage(fullY, data.frame(fullX), rsize = 200, method="Uniform")
algo_leverage(fullY, data.frame(fullX), rsize = 200, method="Leverage")

gdeng96/Homework2 documentation built on June 5, 2019, 11:07 p.m.