l1celist.object {lasso2} | R Documentation |
Object of Several L1 Constrained Estimation Models
Description
These are objects of class "l1celist"
They represent the fits of several regression models under an L1
constraint on (some of the parameters).
Details
The residuals, fitted values, coefficients, and effects should be extracted
by the generic functions of the same name, rather than
by using the [[]]
and the $
operator.
GENERATION
This class of objects is returned from the l1ce
function
to represent a fitted model.
METHODS
The "l1celist"
class of objects has methods for the following generic
functions:
[
, [[
, aux
, coef
, deviance
, fitted
, formula
, gcv
,
labels
, plot
, print
, residuals
, vcov
.
STRUCTURE
An object of class l1celist
is a list of lists. Each component of
the list is a list with the information of an object of class l1ce
that is unique for that information. All shared information is stored
as attributes.
Each component of the list must include the following components
for it to be a legitimate l1celist
object.
- coefficients
- the coefficients of the fit of the response to the
columns of the model
matrix.
The names of the coefficients are the names of the
columns of the model matrix.
- residuals
- the residuals from the fit.
If weights were used, then the residuals are the raw residuals - the
weights are not taken into account.
If you need residuals that all have the same variance, then use the
residuals
function with type="pearson"
.
- fitted.values
- the fitted values from the fit.
If weights were used, the fitted values are not adjusted for the weights.
- bound
- the (absolute) L1 constraint imposed on the parameters.
- relative.bound
- optional, the (relative) L1 constraint imposed on the parameters.
Present if
absolute.t=F
.
- Lagrangian
- the value of the Lagrangian that enforces the constraint at the
solution.
- xtr
- the product of the design matrix of the variables that are under the
constraint (after taking weights, sweep-out variables and
standardization into account) with the residual vector.
- constrained.coefficients
- the coefficients on the scale on which they are constrained. Useful
as initial value for further fits.
See Also
l1ce
, coefficients
.
[Package
lasso2 version 1.2-10
Index]