summary.QRS: summary.QRS

In ADVICE: Automatic Direct Variable Selection via Interrupted Coefficient Estimation

Description

summary method for class "qrs"

Usage

## S3 method for class 'QRS'
summary(object, ...)

Arguments

object	an abject of class "qrs"
...	additional arguments affecting the summary produced.

Value

The function computes and returns a list of summary statistics of the fitted linear model given in the QRS object.

Residuals	the weighted residuals, the usual residuals rescaled by the square root of the weights specified in the call to qrs
Coefficients	a p x 4 matrix with columns for the estimated coefficient, its standard error, z-score and corresponding (two-sided) probabilities
df	degrees of freedom
residualStandardError	Residual standard error

Author(s)

Ladan Tazik, W.J.Braun

See Also

QRS.R

Examples

    myRegressionData <- rmultreg(25, k=5, p=.15, sdnoise = .25)
    pairs(myRegressionData$data)
    out <- ices(y ~ ., data = myRegressionData$data) # fit model to simulated data
    summary(out) # estimates and standard errors for all coefficients
    myRegressionData$coefficients # compare with true coefficients

ADVICE documentation built on April 16, 2021, 9:07 a.m.