frequentist approach

freq-approach.R

  ## frequentist approach for comparison

  freq_leaveout <- function(formula) {

   leftout <-  sapply(1:n.trials, function(i){

    fit.biv <- lm(formula, data = hat.test[-i, ])
    predict(fit.biv, newdata = hat.test)[i]

  })

  full <- predict(lm(formula, data = hat.test))

  list(leftout = leftout, full = full)

  }

  freq.summary <- list(a = freq_leaveout(T2.hat ~ T1.a.hat),
                    b = freq_leaveout(T2.hat ~ T1.b.hat),
                    biv = freq_leaveout(T2.hat ~ T1.a.hat + T1.b.hat))