m <- 1000 pi <- rbeta(m,.5,.5) n <- 49 sqrtn <- sqrt(n) pcut <- sqrt(2*sqrtn+1)/(2*(sqrtn+1)) x<- 1:m for (i in 1:m) x[i] <- rbinom(1,n,pi[i]) phat <- x/n ptilde <- (sqrtn*phat + .5)/(sqrtn + 1) pest <- phat padapt1 <- ifelse(abs(pest-.5)< pcut, ptilde, phat) pest<-padapt1 padapt2 <- ifelse(abs(pest-.5)< pcut, ptilde, phat) gamma <- (.5-pest)^2/(pest*(1-pest)/n + (.5 -pest)^2) pstar1 <- gamma*phat + .5*(1-gamma) pest <- pstar1 gamma <- (.5-pest)^2/(pest*(1-pest)/n + (.5 -pest)^2) pstar2 <- gamma*phat + .5*(1-gamma) msephat <- mean((phat-pi)**2) mseptilde <- mean((ptilde-pi)**2) msepadapt1 <- mean((padapt1-pi)**2) msepadapt2 <- mean((padapt2-pi)**2) msepstar1 <- mean((pstar1-pi)**2) msepstar2 <- mean((pstar2-pi)**2) maephat <- mean(abs(phat-pi)) maeptilde <- mean(abs(ptilde-pi)) maepadapt1 <- mean(abs(padapt1-pi)) maepadapt2 <- mean(abs(padapt2-pi)) maepstar1 <- mean(abs(pstar1-pi)) maepstar2 <- mean(abs(pstar2-pi)) msephat mseptilde msepadapt1 msepadapt2 msepstar1 msepstar2 maephat maeptilde maepadapt1 maepadapt2 maepstar1 maepstar2 var(x)