IC: Information Criterion for selecting the tuning parameter.

In LassoGEE: High-Dimensional Lasso Generalized Estimating Equations

Description

Information Criterion for a fitted LassoGEE object with the AIC, BIC, or GCV criteria.

Usage

IC(obj, criterion = c("BIC", "AIC", "GCV", "AICc", "EBIC"))

Arguments

obj	A fitted LassoGEE object.
criterion	The criterion by which to select the regularization parameter. One of "AIC", "BIC", "GCV", "AICc", or "EBIC"; default is "BIC".

Value

IC	The calculated model selection criteria

References

Gao, X., and Yi, G. Y. (2013). Simultaneous model selection and estimation for mean and association structures with clustered binary data. Stat, 2(1), 102-118.

LassoGEE documentation built on Nov. 8, 2020, 4:37 p.m.