## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----echo=FALSE,eval=TRUE----------------------------------------------------- library(GCEstim) load("GCEstim_Two_Steps.RData") ## ----echo=TRUE,eval=TRUE------------------------------------------------------ coef.dataGCE <- c(1, 0, 0, 3, 6, 9) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.1se.twosteps <- GCEstim::lmgce( y ~ ., data = dataGCE, twosteps.n = 10 ) ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4,fig.align='center'--------- plot(res.lmgce.1se.twosteps, which = 6)[[1]] ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4,fig.align='center'--------- plot(res.lmgce.1se.twosteps, which = 7, coef = coef.dataGCE)[[1]] ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # res.lmgce.1se.twosteps.1 <- # GCEstim::lmgce( # y ~ ., # data = dataGCE # ) ## ----echo=TRUE,eval=FALSE----------------------------------------------------- # res.lmgce.1se.twosteps.1 <- update(res.lmgce.1se.twosteps, twosteps.n = 1) ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.1se.twosteps.1 <- changestep(res.lmgce.1se.twosteps, 1) ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4,fig.align='center'--------- plot(res.lmgce.1se.twosteps.1, which = 2)[[1]] ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4,fig.align='center'--------- plot(res.lmgce.1se.twosteps.1, which = 3)[[1]] ## ----echo=TRUE,eval=TRUE------------------------------------------------------ res.lmgce.1se.twosteps.1$p0 ## ----echo=TRUE,eval=TRUE, fig.width=6,fig.height=4---------------------------- res.lmgce.1se.twosteps.1$p ## ----echo=FALSE,eval=TRUE,results = 'asis'------------------------------------ kableExtra::kable( cbind(all.data.2, c( round(GCEstim::accmeasure( fitted(res.lmgce.1se.twosteps.1), dataGCE$y, which = "RMSE" ), 3), round(res.lmgce.1se.twosteps.1$error.measure.cv.mean, 3), round(GCEstim::accmeasure( coef(res.lmgce.1se.twosteps.1), coef.dataGCE, which = "RMSE" ), 3) )), digits = 3, align = c(rep('c', times = 5)), col.names = c("$OLS$", "$GME_{(RidGME)}$", "$GME_{(incRidGME_{1se})}$", "$GME_{(incRidGME_{min})}$", "$GME_{(std_{1se})}$", "$GME_{(std_{min})}$", "$GCE_{(std_{1se})}$"), row.names = TRUE, booktabs = FALSE)