DATA1: Simulated Single–Index Data (n = 200, p = 4)
Description
Synthetic data from a single–index model \(y = f(X'\theta) + \varepsilon\)
with \(f(u) = u^2 \exp(u)\) and \(\varepsilon \sim N(0,\sigma^2)\).
The index vector is \(\theta = (2,1,1,1) / \| (2,1,1,1) \|_2\) and
\(\sigma = 0.5\).