summary.lars {lars}R Documentation

Summary method for lars objects

Description

Produce an anova-type summary for a lars object.

Usage

summary.lars(object, sigma2=NULL, ...)

Arguments

object lars object
sigma2 optional variance measure (for p>n)
... Additional arguments for summary generic

Details

An anova summary is produced, with Df, RSS and Cp for each step. Df is tricky for some models, such as forward stagewise and stepwise, and is not likely to be accurate. When p>n, the user is responsible for supplying sigma2.

Value

An anova object is returned, with rownames the step number, and with components:

Df Estimated degree of freedom
Rss The Residual sum of Squares
Cp The Cp statistic

Author(s)

Brad Efron and Trevor Hastie

References

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf. Hastie, Tibshirani and Friedman (2002) Elements of Statistical Learning, Springer, NY.

See Also

lars, and print, plot,and predict methods for lars, and cv.lars

Examples

data(diabetes)
attach(diabetes)
object <- lars(x,y)
summary(object)
detach(diabetes)

[Package lars version 0.9-7 Index]