run_glm.m
% run_glm.m
% create data using forward model
X=zeros(1000,2);
v=10; % variance of normal dist
beta = [5 2.5]';
counter=1;
for A=[1:10],
for B=[10:10:100],
for rep=1:10
X(counter,1)=A;
X(counter,2)=B;
counter=counter+1;
end;
end;
end;
b_est=zeros(2,1000);
for run=1:1000,
simulated_data=create_glm_dataset(X,beta,v);
b_est(:,run)=estimate_ols(simulated_data,X);
if mod(run,100)==0,
fprintf('run %d...\n',run);
end;
end;
subplot(1,2,1)
hist(b_est(1,:),50);
subplot(1,2,2)
hist(b_est(2,:),50);

