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fix readme
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fix covariance math in readme by replacing it with r code
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s3alfisc authored Jan 24, 2023
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Expand Up @@ -179,8 +179,13 @@ correlation $0.5$, and the idiosyncratic error term is drawn from a
multivariate random normal distribution with mean $0_S$ and covariance
matrix

$$\Sigma = \begin{bmatrix} 1 & \rho & \dots & \rho \\ \rho & 1 & \dots \rho \\\vdots & \vdots & \ddots & \vdots \\\rho & \rho & \rho & 1 \\ \end{bmatrix}$$
with $\rho \geq 0$. We assume that $\beta_{1,s}= 0$ for all $s$.
```{r, eval = FALSE}
S <- 6
rho <- 0.5
Sigma <- matrix(1, 6, 6)
diag(Sigma) <- rho
Sigma
```

This experiment imposes a data generating process as in equation (9) in
[Clarke, Romano and Wolf](https://docs.iza.org/dp12845.pdf), with an
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