This synthetic data is taken from the linear interaction simulations from the higlasso paper. The data generating model is:
Y = X_1 + X_2 + X_3 + X_4 + X_5 + X_1 X_2 + X_1 X_3 + X_2 X_3
+ X_1 X_4 + X_2 X_4 + X_3 X_4 + X_1 X_5
+ X_2 X_5 + X_3 X_5 + X_4 X_5 + ε
A data.frame with 1000 observations on 11 variables:
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