MSEbeta

Calculate MSE values for different beta estimation methods

An algorithm of optimal subset selection, related to Covariance matrices, observation matrices and Response vectors (COR) to select the optimal subsets in distributed estimation. The philosophy of the package is described in Guo G. (2024) <doi:10.1007/s11222-024-10471-z>.

Guangbao Guo

The COR for Optimal Subset Selection in Distributed Estimation

Haoyue Song

Lixing Zhu

MSEbeta function

<dl><dt>X</dt>
<dd>The design matrix (observations).</dd>
<dt>Y</dt>
<dd>The response vector.</dd>
<dt>alpha</dt>
<dd>The significance level.</dd>
<dt>K</dt>
<dd>The number of subsets.</dd>
<dt>nk</dt>
<dd>The length of subsets (number of observations in each subset).</dd></dl>

Arguments

Calculate MSE values for different beta estimation methods — MSEbeta

<dl>

<dt>X</dt>
<dd>The design matrix (observations).</dd>


<dt>Y</dt>
<dd>The response vector.</dd>


<dt>alpha</dt>
<dd>The significance level.</dd>


<dt>K</dt>
<dd>The number of subsets.</dd>


<dt>nk</dt>
<dd>The length of subsets (number of observations in each subset).</dd>

</dl>

MSEbeta: Calculate MSE values for different beta estimation methods

Description

Usage

Value

Arguments

References