Last updated: 2020-01-14
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Knit directory: hgen471/
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File | Version | Author | Date | Message |
---|---|---|---|---|
html | 0734fad | hakyimlab | 2020-01-15 | null p winners curse |
Rmd | 0c53a5b | hakyimlab | 2020-01-15 | null p winners curse |
html | 0c53a5b | hakyimlab | 2020-01-15 | null p winners curse |
library(tidyverse)
── Attaching packages ─────────────────────────────────────────────────── tidyverse 1.2.1 ──
✔ ggplot2 3.2.1 ✔ purrr 0.3.3
✔ tibble 2.1.3 ✔ dplyr 0.8.3
✔ tidyr 1.0.0 ✔ stringr 1.4.0
✔ readr 1.3.1 ✔ forcats 0.4.0
── Conflicts ────────────────────────────────────────────────────── tidyverse_conflicts() ──
✖ dplyr::filter() masks stats::filter()
✖ dplyr::lag() masks stats::lag()
fastlm = function(xx,yy)
{
## compute betahat (regression coef) and pvalue with Ftest
## for now it does not take covariates
df1 = 2
df0 = 1
ind = !is.na(xx) & !is.na(yy)
xx = xx[ind]
yy = yy[ind]
n = sum(ind)
xbar = mean(xx)
ybar = mean(yy)
xx = xx - xbar
yy = yy - ybar
SXX = sum( xx^2 )
SYY = sum( yy^2 )
SXY = sum( xx * yy )
betahat = SXY / SXX
RSS1 = sum( ( yy - xx * betahat )^2 )
RSS0 = SYY
fstat = ( ( RSS0 - RSS1 ) / ( df1 - df0 ) ) / ( RSS1 / ( n - df1 ) )
pval = 1 - pf(fstat, df1 = ( df1 - df0 ), df2 = ( n - df1 ))
res = list(betahat = betahat, pval = pval)
return(res)
}
alpha = 0.05
Patleastonemistake = function(m) {1 - (1-alpha)^m}
curve(Patleastonemistake,from = 1, to=100, ylab="Prob at least one wrong", xlab="m = number of tests")
grid()
abline(h=1,col='gray')
ind = which(pvec < 0.0001)
df = tibble(effect = c(bvec[ind],bvec), type = c(rep("signif",length(ind)),rep("all",length(bvec)) ) )
ggplot(df, aes(abs(effect), fill=type)) + geom_density(alpha = 0.6, color=NA) + theme_bw(base_size = 15) + ggtitle("Winner's curse")
Version | Author | Date |
---|---|---|
0734fad | hakyimlab | 2020-01-15 |
sessionInfo()
R version 3.6.1 (2019-07-05)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS Catalina 10.15.2
Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] forcats_0.4.0 stringr_1.4.0 dplyr_0.8.3 purrr_0.3.3
[5] readr_1.3.1 tidyr_1.0.0 tibble_2.1.3 ggplot2_3.2.1
[9] tidyverse_1.2.1
loaded via a namespace (and not attached):
[1] tidyselect_0.2.5 xfun_0.11 haven_2.2.0 lattice_0.20-38
[5] colorspace_1.4-1 vctrs_0.2.0 generics_0.0.2 htmltools_0.4.0
[9] yaml_2.2.0 rlang_0.4.1 later_1.0.0 pillar_1.4.2
[13] withr_2.1.2 glue_1.3.1 modelr_0.1.5 readxl_1.3.1
[17] lifecycle_0.1.0 munsell_0.5.0 gtable_0.3.0 workflowr_1.5.0
[21] cellranger_1.1.0 rvest_0.3.5 evaluate_0.14 labeling_0.3
[25] knitr_1.26 httpuv_1.5.2 broom_0.5.2 Rcpp_1.0.3
[29] promises_1.1.0 backports_1.1.5 scales_1.1.0 jsonlite_1.6
[33] farver_2.0.1 fs_1.3.1 hms_0.5.2 digest_0.6.22
[37] stringi_1.4.3 grid_3.6.1 rprojroot_1.3-2 cli_1.1.0
[41] tools_3.6.1 magrittr_1.5 lazyeval_0.2.2 crayon_1.3.4
[45] whisker_0.4 pkgconfig_2.0.3 zeallot_0.1.0 xml2_1.2.2
[49] lubridate_1.7.4 assertthat_0.2.1 rmarkdown_1.17 httr_1.4.1
[53] rstudioapi_0.10 R6_2.4.1 nlme_3.1-142 git2r_0.26.1
[57] compiler_3.6.1