coef: Extract coefficients from fitted model

In SMLE: Joint Feature Screening via Sparse MLE

Extract coefficients from fitted model

Description

Extract coefficients from fitted model for either a 'smle' or 'selection' object.

Usage

## S3 method for class 'smle'
coef(object, refit = TRUE, ...)

## S3 method for class 'selection'
coef(object, refit = TRUE, ...)

Arguments

object	Returned object from either the function SMLE() or smle_select().
refit	A logical flag that controls what coefficients are being return. Default is TRUE.
...	This argument is not used and listed for method consistency.

Value

Fitted coefficients based on the screened or selected model specified in the object. If refit = TRUE, the coefficients are estimated by re-fitting the final screened/selected model with glm(). If refit = FALSE the coefficients estimated by the IHT algorithm are returned.

Examples

set.seed(1)
Data<-Gen_Data(n=100, p=5000, family = "gaussian", correlation="ID")
fit<-SMLE(Y = Data$Y, X = Data$X, k=15, family = "gaussian")
coef(fit)
fit_s<-smle_select(fit)
coef(fit_s)

SMLE documentation built on Jan. 22, 2023, 1:55 a.m.