Description Usage Arguments Value See Also Examples

Print method for `farm.select`

objects

1 2 |

`x` |
A |

`...` |
Further arguments passed to or from other methods. |

A list with the following items:

`model.size` |
the size of the model |

`beta.chosen` |
the indices of the covariates chosen in the model |

`coef.chosen` |
the coefficients of the chosen covariates |

`X.residual` |
the residual covariate matrix after adjusting for factors |

`nfactors` |
number of (estimated) factors |

`n` |
number of observations |

`p` |
number of dimensions |

`robust` |
whether robust parameters were used |

`loss` |
loss function used |

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ```
set.seed(100)
P = 200 #dimension
N = 50 #samples
K = 3 #nfactors
Q = 3 #model size
Lambda = matrix(rnorm(P*K, 0,1), P,K)
F = matrix(rnorm(N*K, 0,1), N,K)
U = matrix(rnorm(P*N, 0,1), P,N)
X = Lambda%*%t(F)+U
X = t(X)
beta_1 = rep(5,Q)
beta = c(beta_1, rep(0,P-Q))
eps = rt(N, 2.5)
Y = X%*%beta+eps
##with default options
output = farm.select(X,Y)
output
``` |

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