1 files changed, 11 insertions, 0 deletions
diff --git a/smallPValueCanAriseByChance.R b/smallPValueCanAriseByChance.R
new file mode 100644
index 0000000..8c69f90
--- /dev/null
+++ b/smallPValueCanAriseByChance.R
@@ -0,0 +1,11 @@
+# Purpose: "we expect to see approximately five small p-values even in the absence of
+# any true association between the predictors and the response"
+# Created by Hui Lan on 19 April 2018 (zjnu)
+N <- 200 # number of data points
+p <- 100  # number of dimensions
+X <- cbind(rep(1,N), matrix(rnorm(N*p), N, p))
+beta = matrix(c(12, rep(0, p)), p+1, 1)
+y = X %*% beta + rnorm(N,0,0.5) # H0 is true
+
+model <- lm(y ~ X)
+summary(model)
+\ No newline at end of file