dear all members i have some problems in R- code below, is there anyone helps me to correct it. many thanks in advance
thanoon ################## Ridge MM ################## rm(list=ls()) library(MASS) library(mvoutlier) library(robustbase) library(car) library(quantreg) n<-100 r<-0.95 R<-10 p<-3 B<-matrix(c(1,1,1,1),p+1,1) n.out<-round(0.10*n) set.seed(n) b0=matrix(nrow=R,ncol=1) b1=matrix(nrow=R,ncol=1) b2=matrix(nrow=R,ncol=1) b3=matrix(nrow=R,ncol=1) b.MM=matrix(nrow=R,ncol=p+1) b0.final=matrix(nrow=R,ncol=1) b1.final=matrix(nrow=R,ncol=1) b2.final=matrix(nrow=R,ncol=1) b3.final=matrix(nrow=R,ncol=1) MMR.BS=matrix(nrow=p+1,ncol=R) WL=matrix(nrow=p+1,ncol=R) var=matrix(nrow=p+1,ncol=R) beta.error=matrix(nrow=p+1,ncol=R) for (i in 1:R){ z11<-rnorm(n,0,1) z22<-rnorm(n,0,1) z33<-rnorm(n,0,1) z44<-rnorm(n,0,1) x1<-(1-r)*z11+sqrt(r)*z44 x2<-(1-r)*z22+sqrt(r)*z44 x3<-(1-r)*z33+sqrt(r)*z44 x<-as.matrix(data.frame(x1,x2,x3)) e<-rnorm(n,0,1) e[1:n.out]<-100 y<-1+x1+x2+x3+e stand<-function(x){(x-mean(x))/sd(x)*(n-1)^-0.5} x11<-stand(x1) x22<-stand(x2) x33<-stand(x3) X<-as.matrix(data.frame(1,x11,x22,x33)) y1<-stand(y) data1<-data.frame(y1,x11,x22,x33) b.MM<- rlm(y1~.,data1,psi=psi.bisquare,method="MM",k2=4.685) beta=as.matrix(coef(b.MM)) b0[i]=beta[1] b1[i]=beta[2] b2[i]=beta[3] b3[i]=beta[4] eMM<-rlm(y1~.,data1,psi=psi.bisquare,method="MM",k2=4.685)$residuals sMM<-sum(eMM^2)/(n-p-1) b.MM.final<- rlm(y1~.,data1,psi=psi.bisquare,method="MM",k2=4.685)$coef kMM<-4*sMM^2/t(b.MM.final)%*%b.MM.final kMM<-c(kMM) A<-t(X)%*%X II<-diag(x = 1, nrow=p+1, ncol=p+1) KMM<-II*kMM MMR.BS[,i]<-solve(t(X)%*%X+KMM)%*%t(X)%*%X%*%b.MM.final beta.error[,i]=(MMR.BS[,i]-c(1,1,1,1))^2 WL[i,]<-solve(II+kMM*solve(A)) MMR.var[i,]<-sMM*WL[,i]%*%solve(A)%*%t(WL[,i]) } ############################################## #Bias,RMSE and SE for MMR MMR.AVE.b1<-mean(MMR.BS[2,]) MMR.AVE.b2<-mean(MMR.BS[3,]) MMR.AVE.b3<-mean(MMR.BS[4,]) bias MMR.bi.b1<-mean(MMR.BS[2,])-1 MMR.bi.b2<-mean(MMR.BS[3,])-1 MMR.bi.b3<-mean(MMR.BS[4,])-1 MSE MSE.b1<- (beta.error[2,])+(MMR.var[2,]) MSE.b2<- (beta.error[3,])+(MMR.var[3,]) MSE.b3<- (beta.error[4,])+(MMR.var[4,]) RMSE RMSE.b1<-sqrt((beta.error[2,])+(MMR.var[2,])) RMSE.b2<-sqrt((beta.error[3,])+(MMR.var[3,])) RMSE.b3<-sqrt((beta.error[4,])+(MMR.var[4,])) sdd sd.b1=sqrt(MSE.b1-(MMR.bi.b1)^2) sd.b2=sqrt(MSE.b2-(MMR.bi.b2)^2) sd.b3=sqrt(MSE.b3-(MMR.bi.b3)^2) results res.b1=cbind(MMR.AVE.b1,MMR.bi.b1,MSE.b1,RMSE.b1,sd.b1) res.b2=cbind(MMR.AVE.b2,MMR.bi.b2,MSE.b2,RMSE.b2,sd.b2) res.b3=cbind(MMR.AVE.b3,MMR.bi.b3,MSE.b3,RMSE.b3,sd.b3) res.b1 res.b2 res.b3 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.