# 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)