summary.glmpath: Produces an anova-type summary for a glmpath object

In glmpath: L1 Regularization Path for Generalized Linear Models and Cox Proportional Hazards Model

Description

This function produces an anova-type summary for a glmpath object.

Usage

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

Arguments

object	a glmpath object
...	additional arguments

Details

An anova type of summary is returned, including Df, Deviance, AIC, and BIC values for the steps where the active set changed.

Value

A data.frame is returned, with the following components at transition points:

Df	degrees of freedom at each step
Deviance	deviance computed at each step
AIC	AIC value at each step
BIC	BIC value at each step

Author(s)

Mee Young Park and Trevor Hastie

References

Mee Young Park and Trevor Hastie (2007) L1 regularization path algorithm for generalized linear models. J. R. Statist. Soc. B, 69, 659-677.

See Also

glmpath, plot.glmpath, print.glmpath

Examples

data(heart.data)
attach(heart.data)
fit <- glmpath(x, y)
summary(fit)
detach(heart.data)

Example output

Loading required package: survival
Call:
glmpath(x = x, y = y)
        Df Deviance      AIC      BIC
Step 1   1 596.1084 598.1084 602.2440
Step 2   2 557.4779 561.4779 569.7491
Step 3   3 557.1828 563.1828 575.5895
Step 4   4 544.5390 552.5390 569.0813
Step 5   5 506.5152 516.5152 537.1930
Step 6   6 487.0356 499.0356 523.8489
Step 9   7 478.4425 492.4425 521.3915
Step 10  8 473.2679 489.2679 522.3524
Step 13  9 472.1678 490.1678 527.3879
Step 14 10 472.1400 492.1400 533.4957

glmpath documentation built on May 2, 2019, 4 p.m.