set.seed(123456)
reps <- 500 # no. of repetitions
par.est <- matrix(NA, nrow= reps, ncol=2) # empty matrix to store the estimates
b0 <- .2 # true value for the intercept
b1 <- .5 # true value for the slope
n <- 1000 # sample size
X <- runif(n, -1, 1) # create a sample of n obs on the independent variable x
for (i in 1:reps){ # start of the loop
Y <- b0 +b1*X + rnorm(n,0,1) # the true DGP, with N(0,1) error
model <-lm(Y~X) # estimate the OLS model
par.est[i,1] <- model$coef[1] # put the estimate for the intercept in the 1st column
par.est[i, 2] <- model$coef[2] # put the estimates for the coefficient of X in the 2nd column
}
有人能告诉我如何评估截距和斜率估计的偏差吗?