predict.grpreg: Model predictions based on a fitted 'grpreg' object

In grpreg: Regularization Paths for Regression Models with Grouped Covariates

Model predictions based on a fitted grpreg object

Description

Similar to other predict methods, this function returns predictions from a fitted "grpreg" object.

Usage

## S3 method for class 'cv.grpreg'
predict(
  object,
  X,
  lambda = object$lambda.min,
  which = object$min,
  type = c("link", "response", "class", "coefficients", "vars", "groups", "nvars",
    "ngroups", "norm"),
  ...
)

## S3 method for class 'cv.grpreg'
coef(object, lambda = object$lambda.min, which = object$min, ...)

## S3 method for class 'grpreg'
predict(
  object,
  X,
  type = c("link", "response", "class", "coefficients", "vars", "groups", "nvars",
    "ngroups", "norm"),
  lambda,
  which = 1:length(object$lambda),
  ...
)

## S3 method for class 'grpreg'
coef(object, lambda, which = 1:length(object$lambda), drop = TRUE, ...)

Arguments

object	Fitted "grpreg" or "cv.grpreg" model object.
X	Matrix of values at which predictions are to be made. Not used for type="coefficients"
lambda	Values of the regularization parameter lambda at which predictions are requested. For values of lambda not in the sequence of fitted models, linear interpolation is used.
which	Indices of the penalty parameter lambda at which predictions are required. By default, all indices are returned. If lambda is specified, this will override which.
type	Type of prediction: "link" returns the linear predictors; "response" gives the fitted values; "class" returns the binomial outcome with the highest probability; "coefficients" returns the coefficients; "vars" returns the indices for the nonzero coefficients; "groups" returns the indices for the groups with at least one nonzero coefficient; "nvars" returns the number of nonzero coefficients; "ngroups" returns the number of groups with at least one nonzero coefficient; "norm" returns the L2 norm of the coefficients in each group.
...	Not used.
drop	By default, if a single value of lambda is supplied, a vector of coefficients is returned. Set drop=FALSE if you wish to have coef always return a matrix (see drop).

Details

coef and predict methods are provided for "cv.grpreg" options as a convenience. They simply call coef.grpreg and predict.grpreg with lambda set to the value that minimizes the cross-validation error.

Value

The object returned depends on type.

Author(s)

Patrick Breheny

See Also

grpreg

Examples

# Fit penalized logistic regression model to birthweight data
data(Birthwt)
X <- Birthwt$X
y <- Birthwt$low
group <- Birthwt$group
fit <- grpreg(X, y, group, penalty="grLasso", family="binomial")

# Coef and predict methods
coef(fit, lambda=.001)
predict(fit, X, type="link", lambda=.07)[1:10]
predict(fit, X, type="response", lambda=.07)[1:10]
predict(fit, X, type="class", lambda=.01)[1:15]
predict(fit, type="vars", lambda=.07)
predict(fit, type="groups", lambda=.07)
predict(fit, type="norm", lambda=.07)

# Coef and predict methods for cross-validation
cvfit <- cv.grpreg(X, y, group, family="binomial", penalty="grMCP")
coef(cvfit)
predict(cvfit, X)[1:10]
predict(cvfit, X, type="response")[1:10]
predict(cvfit, type="groups")

grpreg documentation built on Sept. 11, 2024, 5:13 p.m.