How to correct the below code?

n=5; p=4;
u=randn(n, p);
X= sqrt(1-r*r)*u + r*u;
e=normrnd(0*eye(n),5*(n))
beta0=[4;3;2.3;1];
y=X*beta0*(eye(n))'+e;

[the cyclist]

The code won't run because the value of r is not defined.

Answer 1

[John BG]

Satish

change your last line from

y=X*beta0*(eye(n))'+e;

to

diag(X*beta0)+e

I assumed

r=1

the command diag does what you tried with eye(n).

Satish

would you please be so kind to mark my answer as Accepted Answer?

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thanks in advance

John BG

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