calc.mse: Given a design, the current estimate of beta (or true value...

In mst1g15/biasedcoin:

Description

Given a design, the current estimate of beta (or true value of beta), compute the MSE matrix

Usage

calc.mse(beta, D, y, sim, epsilon = 1e-05, true.bvcov = NULL)

Arguments

beta	the current estimates of the parameter values
D	current design matrix
y	vector of responses
sim	number of simulated betas to generate
epsilon	a small real number used for regularization. If set to zero, no regularization takes place
true.bvcov	set to the true values of beta if the var-covar matrix is to be computed using the true values

Value

MSE matrix

mst1g15/biasedcoin documentation built on Nov. 26, 2019, 4:01 a.m.