Please help me with my code ( linear regression)

    if true
      % code
    endclear; clc;
  %Step1:Generate a vector Y and X
  n=1000;
  v=2;
  Y=trnd(v,n,1);
  x1=ones(n,1);
  x2=randn(n,1);
  X=[x1 x2]; 

%Step2:Compute the OLS estimator
beta=(X'*X)^(-1)*X'*Y;

%Step3: Repeat 1. and 2. MC = 10000 times.
MC= 10000;

for nsample = 1:5
  if nsample == 1; n = 1000;  end;
  if nsample == 2; n = 2000;  end;
  if nsample == 3; n = 3000;  end;
  if nsample == 4; n = 5000;  end;
  if nsample == 5; n = 7000;  end;

    for n=1:MC;
      beta_hat(n,:) = (X'*X)^(-1)*X'*Y
      for df=1:10;
          B0=beta_hat(n,:)- beta;
          bias=(1/MC)*symsum(B0,n,1,MC);
          rmse=sqrt(bias^2);
      df=[1:0; 1.1; 1.2; 1.3; 1.4; 1.6; 1.8; 2.0; 5.0; 10.0];
  end;
  end;
  end;

The statements I am trying to code is below

[the cyclist]

What help do you need? What is your question? Are you getting an unexpected result? In what way?

Are you getting an error message? If so, what is it?

[Mark Lu]

Hi the cyclist, Thanks for answering. Well, when I run the code it is not working. I wonder where I did wrong. Without computing the biais and the rmse it works. Please help me

[the cyclist]

It doesn't help to say "it is not working". What do you mean, specifically? Does the program crash, and give an error? What is the full error message? Does it give an incorrect result? How do you know it is incorrect?

Please ... help us help you!

[Mark Lu]

Here is the full error message . ''Error using - Matrix dimensions must agree. Error in Assign3 (line 27) B0=beta_hat(n,:)- beta;''

[Image Analyst]

What are the sizes of beta_hat and beta? How many rows and columns? Evidently they're not the same! beta_hat(n, :) is a 1-D row vector and you're probably trying to stuff a 2-D matrix into a single row and it won't fit.

Answer 1

[Nicolas Schmit]

The error message means that you are trying to subtract two variables with incompatible sizes. This occurs because size(beta)= [2 1] whereas size(beta_hat(n,:)) = [1 2]. Transpose beta to make it a row vector.