simulateEst: Draw re-sampled estimates

In georgieevans/PrivacyUnbiased: Unbiased Estimates from Privacy Protected Data

Description

This function draws random variables vec(X'X, X'y) from a multivariate normal and constructs a simulated \tilde{β} and b.

Usage

simulateEst(X, mu, Sigma, S, N)

Arguments

X	Design matrix that produced OLS coefficients
mu	Mean vector for multivariate normal
Sigma	Variance covariance matrix for mjultivariate normal
S	Matrix of error terms. Dimensions must be ncol(X) x ncol(X)
N	Number of rows in X

Value

One draw of vector of re-sample b and \tilde{β}

georgieevans/PrivacyUnbiased documentation built on May 22, 2021, 1:01 p.m.