# NOT RUN {
n <- 500
lambdaseq <- 10 ^ seq(-3, 3, 0.1)
deltaseq <- seq(0.1, 0.3, 0.1)
a <- 0.1
b <- 0.55
c <- -0.1
d <- 0.45
### True linear coefficients of the individualized MCID: ###
### beta0=0, beta1=0.5 ###
set.seed(115)
p <- 0.5
y <- 2 * rbinom(n, 1, p) - 1
z <- rnorm(n, 1, 0.1)
y_1 <- which(y == 1)
y_0 <- which(y == -1)
x <- c()
x[y_1] <- a + z[y_1] * b + rnorm(length(y_1), 0, 0.1)
x[y_0] <- c + z[y_0] * d + rnorm(length(y_0), 0, 0.1)
sel <- cv.imcid(x = x, y = y, z = z, lamseq = lambdaseq,
delseq = deltaseq, k = 5, maxit = 100, tol = 1e-02)
lamsel <- sel$'Selected lambda'
delsel <- sel$'Selected delta'
result <- imcid(x = x, y = y, z = z, n = n, lambda = lamsel,
delta = delsel, maxit = 100, tol = 1e-02, alpha = 0.05)
result$'Point estimates'
result$'Standard errors'
result$'Confidence intervals'
# }
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