ãã¸ã¹ãã£ãã¯å帰ã«ã¤ãã¦èª¿ã¹ã¦ããã ãã¸ã¹ãã£ãã¯å帰ã¢ãã«ã®ãã©ã¡ã¼ã¿ã®æå°¤æ¨å®éã¯ãä¸åæ¨å®éã§ã¯ãªãããã¤ã¢ã¹ãããã ä¾ã¨ãã¦ããµã³ãã«ãµã¤ãº ãå ¥åå¤æ°ã®æ° ã®ã¨ããèããã ãã©ã¡ã¼ã¿ 300åã®çã®å¤ããæåã® 100å㯠ã次㮠100å㯠ãæ®ãã® 100å㯠ã«è¨å®ãã¦æ¨å®ãã¦ã¿ããã n <- 1500 p <- 300 # ãã¼ã¿ã®çæ set.seed(314) x <- rnorm(n * p, mean = 0, sd = sqrt(1/n)) X <- matrix(x, nrow = n, ncol = p) beta <- matrix(rep(c(10, -10, 0), each = p/3)) prob <- plogis(X %*% beta) y <- rbinom(n, 1, prob) # ãã¸ã¹ãã£ãã¯å帰ã¢ãã«ã®é©ç¨ fit <-

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