The dataset is generated using the default settings. The Number of customers I=100 and each customer responds to J=10 items. For the parameters, the true coefficient \(\mathbf{\beta}\) is \((\beta_0,\beta_1,\beta_2,\beta_3)= (1, 2, 1.5, 1)\) and the true value of \(\sigma^2\) is 0.25. The first column of the dataset denote the response \(\mathbf{y}\). The dataset should be used in RCLM(I,J,RCDat,...)
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A simulated dataset.
data(RCDat)
matrix
Liang, F., Jia, B., Xue, J., Li, Q., and Luo, Y. (2018). An Imputation Regularized Optimization Algorithm for High-Dimensional Missing Data Problems and Beyond. Submitted to Journal of the Royal Statistical Society Series B.