MATLAB: How to correct the below code

multiple regression

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;

Best Answer

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
<mailto:jgb2012@sky.com jgb2012@sky.com>
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