set.seed(123)
group <- list(gr1 = c(1, 2, 3), gr2 = c(1, 4), gr3 = c(2, 4, 5),
gr4 = c(3, 5), gr5 = c(6))
beta.latent.T <- c(5, 5, 5, 0, 0, 0, 0, 0, 5, 5, 0) # true latent coefficients.
# beta.T <- c(2, 3, 7, 0, 5, 0), true variables: 1, 2, 3, 5; true groups: 1, 4.
X <- matrix(rnorm(n = 6*100), ncol = 6)
X.latent <- expandX(X, group)
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