lambda.find.glm | R Documentation |
This function aims to efficiently calculate the tuning parameter lambda in ELCIC.
lambda.find.glm(x, y, beta, dist)
x |
A matrix containing covariates. The first column should contain all ones corresponding to the intercept. |
y |
A vector containing outcomes. |
beta |
A plug-in estimator solved by an external estimating procedure. |
dist |
A specified distribution. It can be "gaussian", "poisson",and "binomial". |
A value of lambda (tuning parameter) vector involved in the empirical likelihood.
All "x" and "y" should be observed.
## tests # load data data(glmsimdata) x<-glmsimdata$x y<-glmsimdata$y # obtain the estimates fit<-glm(y~x-1,family="poisson") beta<-fit$coefficients lambda<-lambda.find.glm(x, y, beta, dist="poisson") lambda
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