Please help me with my code ( linear regression)
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if true
% code
endclear; clc;
%Step1:Generate a vector Y and X
n=1000;
v=2;
Y=trnd(v,n,1);
x1=ones(n,1);
x2=randn(n,1);
X=[x1 x2];
%Step2:Compute the OLS estimator
beta=(X'*X)^(-1)*X'*Y;
%Step3: Repeat 1. and 2. MC = 10000 times.
MC= 10000;
for nsample = 1:5
if nsample == 1; n = 1000; end;
if nsample == 2; n = 2000; end;
if nsample == 3; n = 3000; end;
if nsample == 4; n = 5000; end;
if nsample == 5; n = 7000; end;
for n=1:MC;
beta_hat(n,:) = (X'*X)^(-1)*X'*Y
for df=1:10;
B0=beta_hat(n,:)- beta;
bias=(1/MC)*symsum(B0,n,1,MC);
rmse=sqrt(bias^2);
df=[1:0; 1.1; 1.2; 1.3; 1.4; 1.6; 1.8; 2.0; 5.0; 10.0];
end;
end;
end;
The statements I am trying to code is below
5 个评论
the cyclist
2017-3-30
What help do you need? What is your question? Are you getting an unexpected result? In what way?
Are you getting an error message? If so, what is it?
the cyclist
2017-3-31
It doesn't help to say "it is not working". What do you mean, specifically? Does the program crash, and give an error? What is the full error message? Does it give an incorrect result? How do you know it is incorrect?
Please ... help us help you!
Mark Lu
2017-3-31
Image Analyst
2017-4-3
What are the sizes of beta_hat and beta? How many rows and columns? Evidently they're not the same! beta_hat(n, :) is a 1-D row vector and you're probably trying to stuff a 2-D matrix into a single row and it won't fit.
回答（1 个）
Nicolas Schmit
2017-9-5
0 个投票
The error message means that you are trying to subtract two variables with incompatible sizes. This occurs because size(beta)= [2 1] whereas size(beta_hat(n,:)) = [1 2]. Transpose beta to make it a row vector.
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2017-9-5
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