summary.glmnetSE: Summary Function for a fitted glmnetSE Objects

In glmnetSE: Add Nonparametric Bootstrap SE to 'glmnet' for Selected Coefficients (No Shrinkage)

Description

Print the coefficients with standard errors, confidence intervals, and p-values of a glmnetSE model. The inference statistics are only available for the coefficients without shrinkage applied. They would be biased otherwise. Only if cross-fold validation is used in the glmnetSE model, the selected performance metric is displayed. If test data is supplied the performance metric on the train as test data is displayed.

Usage

## S3 method for class 'glmnetSE'
summary(object, ...)

Arguments

object	A model of the class glmnetSE.
...	Additional arguments affecting the summary produced.

Value

The output of a glmnetSE object and the performance metric if cross-fold validation is used.

Examples

# Estimate model

glmnetSE.model <- glmnetSE(data=swiss,cf.no.shrnkg = c("Education"), ncore = 2)


# Display model output with summary

summary(glmnetSE.model)

glmnetSE documentation built on Nov. 5, 2021, 5:06 p.m.