# sim_1cut.ox

## Overview

## Functions summary

Global Functions
Run_1cut | Runs the 1-cut experiments.
Local Functions
FormulateModel |

## Functions details

### FormulateModel

static FormulateModel ( model , asModel , asFixed , cT )

### Run_1cut

Run_1cut ( cRep , vBeta , cN , cT , dP_a , bForcedConstant , bUseAutometrics , bFixedX , dSigma , dMu , bDiagnostics , sOutliers )

  Runs the 1-cut experiments.
  Parameters:

    cRep | no of replications M
    vBeta | coefficients of relevant variables (also determines number of relevant variables)
    cN | total number of variables N
    cT | sample size
    dP_a | significance level for selection
    bForcedConstant | TRUE: force Constant in all models, FALSE: Constant is free (default is TRUE)
    bUseAutometrics | TRUE: use Autometrics, else use 1-cut (default is FALSE)
    bFixedX | TRUE: use fixed regressors (default is FALSE)
    dSigma | >0: sigma for N[0,1] errors, < 0: use student-t(3) instead of normal (default is 1)
    dMu | mean (default is 0)
    bDiagnostics | TRUE:use diagnostic testing with Autometrics (default TRUE)
    sOutliers | string definining outlier mode (default is "none")

  Returns:
    an array with two NxM matrices: beta and beta after two-step bias correction. When IIS is used, the dimension is (N+T)xM.