Description Usage Arguments Details Value References See Also Examples
Provides summary of conditional logistic regression models after cross validation
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object |
an object of type |
... |
additional arguments to |
Extracts pertinent information from the supplied cv.clogitL1
objects. See below for details on output value.
A list with the following fields:
lambda_minCV |
value of regularisation parameter minimising CV deviance |
beta_minCV |
coefficient profile at the minimising value of the regularisation parameter. Whole dataset used to compute estimates. |
nz_beta_minCV |
number of non-zero coefficients in the CV deviance minimising coefficient profile. |
lambda_minCV1se |
value of regularisaion parameter minimising CV deviance (using 1 standard error rule) |
beta_minCV1se |
coefficient profile at the 1-standard-error-rule value of the regularisation parameter. Whole dataset used to compute estimates. |
nz_beta_minCV1se |
number of non-zero coefficients in the 1-standard-error-rule coefficient profile. |
http://www.jstatsoft.org/v58/i12/
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# data parameters
K = 10 # number of strata
n = 5 # number in strata
m = 2 # cases per stratum
p = 20 # predictors
# generate data
y = rep(c(rep(1, m), rep(0, n-m)), K)
X = matrix (rnorm(K*n*p, 0, 1), ncol = p) # pure noise
strata = sort(rep(1:K, n))
par(mfrow = c(1,2))
# fit the conditional logistic model
clObj = clogitL1(y=y, x=X, strata)
plot(clObj, logX=TRUE)
# cross validation
clcvObj = cv.clogitL1(clObj)
summary(clcvObj)
|
Loading required package: Rcpp
$lambda_minCV
[1] 3.733147
$beta_minCV
[1] 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000
[7] 0.1585915 0.0000000 -0.3156250 0.0000000 0.0000000 0.0000000
[13] 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000
[19] 0.0000000 0.0000000
$nz_beta_minCV
[1] 2
$lambda_minCV1se
[1] 4.286226
$beta_minCV1se
[1] 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000
[7] 0.1029346 0.0000000 -0.2615253 0.0000000 0.0000000 0.0000000
[13] 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000
[19] 0.0000000 0.0000000
$nz_beta_minCV1se
[1] 2
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