rm(list=ls()) numPts = 10 vareps = 1 X = rnorm(numPts) Y_true = 2 * X Y_resp = Y_true + rnorm(numPts,0,sqrt(vareps)) plot(X,Y_resp) # don't worry too much about the following four lines of code, # at least for now... You are going to see them *A LOT* in the # next classes ;-) fit = lm(Y_resp~X) summary(fit) abline(fit) Y_hat = coef(fit)[1] + coef(fit)[2] * X cat("E(Y_resp - Y_hat) = ", mean((Y_resp - Y_hat)^2), "\n") cat("E(Y_true - Y_hat) = ", mean((Y_true - Y_hat)^2), "\n") cat("var(eps) = ", var(Y_true - Y_resp), "\n")