set.seed(105) x1 <- rnorm(100, mean=100, sd=1) ya100 <- yb100 <- matrix(NA, nr=1000, nc=100) ot1a <- ot1b <- matrix(NA, nr=1000, nc=2) f.ot1a <- f.ot1b <- rep(NA, 1000) for (i in 1:1000){ e2 <- rnorm(100, sd=0.5) ya100[i,] <- 2 * x1 + e2 * x1^0.5 yb100[i,] <- 2 * x1 + e2 * x1 o1a <- robGR(x1, ya100[i,]) o1b <- robGR(x1, yb100[i,]) ot1a[i,] <- c(o1a$par, o1a$g1) ot1b[i,] <- c(o1b$par, o1b$g1) f.ot1a[i] <- o1a$efg f.ot1b[i] <- o1b$efg } par(mfrow=c(2,2)) plot(ot1a[,1], pch=21, bg="gray", main=latex2exp::TeX(r"(data A: estimated $\beta$)")) abline(a=2, b=0, col="red") plot(ot1a[,2], pch=21, bg="gray", main=latex2exp::TeX(r"(data A: estimated $\gamma$)")) abline(a=0.5, b=0, col="red") abline(a=apply(ot1a, 2, mean)[2], b=0, col="blue", lty=3, lwd=2) abline(a=apply(ot1a, 2, median)[2], b=0, col="cyan", lty=3, lwd=2) plot(ot1b[,1], pch=21, bg="gray", main=latex2exp::TeX(r"(data B: estimated $\beta$)")) abline(a=2, b=0, col="red") plot(ot1b[,2], pch=21, bg="gray", main=latex2exp::TeX(r"(data B: estimated $\gamma$)")) abline(a=1, b=0, col="red") abline(a=apply(ot1b, 2, mean)[2], b=0, col="blue", lty=3, lwd=2) abline(a=apply(ot1b, 2, median)[2], b=0, col="cyan", lty=3, lwd=2) apply(ot1a, 2, mean) apply(ot1a, 2, median) apply(ot1b, 2, mean) apply(ot1b, 2, median)