CLIC (version 0.1)

beta_cor: Caculate the estimator of beta on the COR

Description

Caculate the estimator of beta on the COR

Usage

beta_cor(K = K, nk = nk, alpha = alpha, X = X, y = y)

Value

A list containing:

betaC

The estimator of beta on the COR.

Arguments

K

is the number of subsets

nk

is the length of subsets

alpha

is the significance level

X

is the observation matrix

y

is the response vector

References

Guo, G., Song, H. & Zhu, L. The COR criterion for optimal subset selection in distributed estimation. Statistics and Computing, 34, 163 (2024). tools:::Rd_expr_doi("10.1007/s11222-024-10471-z")

Guo, G., Sun, Y., Qian, G., & Wang, Q. (2022). LIC criterion for optimal subset selection in distributed interval estimation. Journal of Applied Statistics, 50(9), 1900-1920. tools:::Rd_expr_doi("10.1080/02664763.2022.2053949").

Chang, D., Guo, G. (2024). LIC: An R package for optimal subset selection for distributed data. SoftwareX, 28, 101909.

Jing, G., & Guo, G. (2025). TLIC: An R package for the LIC for T distribution regression analysis. SoftwareX, 30, 102132.

Chang, D., & Guo, G. (2025). Research on Distributed Redundant Data Estimation Based on LIC. IAENG International Journal of Applied Mathematics, 55(1), 1-6.

Gao, H., & Guo, G. (2025). LIC for Distributed Skewed Regression. IAENG International Journal of Applied Mathematics, 55(9), 2925-2930.

Zhang, C., & Guo, G. (2025). The optimal subset estimation of distributed redundant data. IAENG International Journal of Applied Mathematics, 55(2), 270–277.

Jing, G., & Guo, G. (2025). Student LIC for distributed estimation. IAENG International Journal of Applied Mathematics, 55(3), 575–581.

Liu, Q., & Guo, G. (2025). Distributed estimation of redundant data. IAENG International Journal of Applied Mathematics, 55(2), 332–337.

Examples

 p=6;n=1000;K=2;nk=200;alpha=0.05;sigma=1
 e=rnorm(n,0,sigma); beta=c(sort(c(runif(p,0,1))));
 data=c(rnorm(n*p,5,10));X=matrix(data, ncol=p);
 y=X%*%beta+e;
 beta_cor(K=K,nk=nk,alpha=alpha,X=X,y=y)