Project

Setting:

row<-400 col<-1000 num<-seq(5,25,5) str<-seq(0.01,0.17,0.04)

Calculation

• type one error

1. reg

##          5     10     15     20    25
## 0.01 0.170 0.7200 0.9900 1.0000 1.000
## 0.05 0.115 0.6900 0.9500 1.0000 0.995
## 0.09 0.120 0.6967 0.9567 0.9933 1.000
## 0.13 0.120 0.6975 0.9175 0.9775 0.995
## 0.17 0.106 0.6020 0.8920 0.9580 0.968

2. smo

##            5    10    15     20 25
## 0.01 0.13000 0.450 0.880 1.0000  1
## 0.05 0.12500 0.410 0.885 0.9950  1
## 0.09 0.08333 0.420 0.830 0.9967  1
## 0.13 0.06750 0.495 0.850 0.9850  1
## 0.17 0.07000 0.432 0.852 0.9900  1

3. difference

##             5      10      15        20    25
## 0.01 -0.04000 -0.2700 -0.1100  0.000000 0.000
## 0.05  0.01000 -0.2800 -0.0650 -0.005000 0.005
## 0.09 -0.03667 -0.2767 -0.1267  0.003333 0.000
## 0.13 -0.05250 -0.2025 -0.0675  0.007500 0.005
## 0.17 -0.03600 -0.1700 -0.0400  0.032000 0.032

• permutation (5% lagest beta)

1. reg

##           5    10     15     20     25
## 0.01 0.1240 0.708 0.9920 1.0000 1.0000
## 0.05 0.1280 0.696 0.9700 0.9960 1.0000
## 0.09 0.1000 0.688 0.9347 0.9853 0.9987
## 0.13 0.1050 0.649 0.9330 0.9800 0.9880
## 0.17 0.1184 0.644 0.8928 0.9576 0.9776

2. smo

##            5     10     15     20     25
## 0.01 0.08800 0.4840 0.8800 1.0000 1.0000
## 0.05 0.09000 0.4120 0.8240 0.9860 1.0000
## 0.09 0.08933 0.4213 0.8160 0.9707 0.9987
## 0.13 0.08200 0.3860 0.7720 0.9660 0.9960
## 0.17 0.08480 0.4072 0.7416 0.9544 0.9944

3. difference

##             5      10      15       20     25
## 0.01 -0.03600 -0.2240 -0.1120  0.00000 0.0000
## 0.05 -0.03800 -0.2840 -0.1460 -0.01000 0.0000
## 0.09 -0.01067 -0.2667 -0.1187 -0.01467 0.0000
## 0.13 -0.02300 -0.2630 -0.1610 -0.01400 0.0080
## 0.17 -0.03360 -0.2368 -0.1512 -0.00320 0.0168