自编R计算MSE（均方误差）[通俗易懂]

k = 100000 # 定义实验次数
beta_x1 = c() # 定义空列
beta_x2 = c()
for (i in 1:k) { 
   
  beta1 = 0.8 # 设置真实系数
  beta2 = 1.8
  x1 = rnorm(100,5,3) # 产生随机数
  x2 = rnorm(100,100,10)
  error = rnorm(100,0,1) # 产生随机误差
  y = 1.5+0.8*x1+1.8*x2+error
  data1 = data.frame(x1,x2,y) # 构建数据框
  res = lm(y~x1+x2,data = data1)
  res = summary(res)
  beta1_r = (res$coefficients[2]-beta1)^2 # 取估计的系数
  beta2_r = (res$coefficients[3]-beta2)^2
  beta_x1 = c(beta_x1,beta1_r) # 追加成向量
  beta_x2 = c(beta_x2,beta2_r)
  
}
MSEx1 = sum(beta_x1)/length(beta_x1) # 求MES的公式
MSEx2 = sum(beta_x2)/length(beta_x2)
message('x1的MES为：',MSEx1)
message('x2的MES为：',MSEx2)