How to do repeated random sample from a matrix
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Hi, I am trying to figure out a problem. Suppose I have two matrices,one is parameter matrix B, which is 10,000*11.I obtain B from MVN simulation by 10,000 times. Elements from any row of B is denoted as b0(constant), b1, b2, b3, ...b11. Another matrix is X, an 11*10,000 matrix,The row is the number of observations, and the column is the number of variables. Elements of any column from X is denoted as x1 x2 ...x11.Now I need to randomly select one row from B and one column from X,respectively and then obtain y1= b0+b1*x1+b2*x2+...b11*x11. I need to repeat this process for 10,000 times so that I will obtain a column of 10,000*1 Y(=y1 y2 y3 ...y10,000). Please give me some ideas for this. Thanks!
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Star Strider
on 9 May 2016
Edited: Star Strider
on 9 May 2016
It seems to me that you are doing simple matrix multiplication, then summing across the columns:
Y = sum(B*X,2);
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Star Strider
on 9 May 2016
The approach I described does all of the multiplications at once. The original product matrix is (10000 x 10000), so to get your (10000 x 1) vector, I add across the columns. I thought that is what you want to do.
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