fungible (version 2.2.2)

rcone: Generate a Cone of Regression Coefficient Vectors

Description

Compute a cone of regression vectors with a constant R-squared around a target vector.

Usage

rcone(R, Rsq, b, axis1, axis2, deg, Npoints = 360)

Value

b.i

Npoints values of b.i

Arguments

R

Predictor correlation matrix.

Rsq

Coefficient of determination.

b

Target vector of OLS regression coefficients.

axis1

1st axis of rotation plane.

axis2

2nd axis of rotation plane.

deg

All vectors b.i will be `deg' degrees from b.

Npoints

Number of rotation vectors, default = 360.

Author

Niels Waller and Jeff Jones

References

Waller, N. G. & Jones, J. A. (2011). Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors. Psychometrika, 76, 410-439.

Examples

R <- matrix(.5, 4, 4)
diag(R) <- 1

Npoints <- 1000
Rsq <- .40
NumDeg <- 20
V <- eigen(R)$vectors

## create b parallel to v[,3]
## rotate in the 2 - 4 plane
b <- V[,3]
bsq <- t(b) %*% R %*% b 
b <- b * sqrt(Rsq/bsq)                
b.i <- rcone(R, Rsq,b, V[,2], V[,4], deg = NumDeg, Npoints)

t(b.i[,1]) %*% R %*% b.i[,1]
t(b.i[,25]) %*% R %*% b.i[,25]