simSetup: Generate design matrix for regression of Y on X with...

In simonvandekar/RESI: Robust Effect Size Index (RESI) Estimation

Description

Generate design matrix for regression of Y on X with dependence among covariates.

Usage

simSetup(S = 0.25, m1 = 3, m0 = 2, rhosq = 0.6, hetero = TRUE)

Arguments

S	numeric, effect size index. See https://arxiv.org/abs/1902.07232.
m1	integer, number of target covariates.
m0	integer, number of nuisance covariates.
rhosq	numeric in [0,1] controlling dependence between target and nuisance covariates.
hetero	logical, should Y be simulated with heteroskedasticity?

simonvandekar/RESI documentation built on Jan. 22, 2021, 2:40 a.m.