summary.hal9001: Summary Method for HAL fit objects

In hal9001: The Scalable Highly Adaptive Lasso

Summary Method for HAL fit objects

Description

Summary Method for HAL fit objects

Usage

## S3 method for class 'hal9001'
summary(
  object,
  lambda = NULL,
  only_nonzero_coefs = TRUE,
  include_redundant_terms = FALSE,
  round_cutoffs = 3,
  ...
)

Arguments

object	An object of class hal9001, containing the results of fitting the Highly Adaptive Lasso, as produced by fit_hal.
lambda	Optional numeric value of the lambda tuning parameter, for which corresponding coefficient values will be summarized. Defaults to fit_hal's optimal value, lambda_star, or the minimum value of lambda_star.
only_nonzero_coefs	A logical specifying whether the summary should include only terms with non-zero coefficients.
include_redundant_terms	A logical specifying whether the summary should remove so-called "redundant terms". We define a redundant term (say x1) as a term (1) with basis function corresponding to an existing basis function, a duplicate; and (2) the duplicate contains the x1 term as part of its term, so that x1 terms inclusion would be redundant. For example, say the same coefficient corresponds to these three terms: (1) "I(age >= 50)*I(bmi >= 18)", (2) "I(age >= 50)", and (3) "I(education >= 16)". When include_redundant_terms is FALSE (default), the second basis function is omitted.
round_cutoffs	An integer indicating the number of decimal places to be used for rounding cutoff values in the term. For example, if "bmi" was numeric that was rounded to the third decimal, in the example above we would have needed to specify round_cutoffs = 0 in order to yield a term like "I(bmi >= 18)" opposed to something like "I(bmi >= 18.111)". This rounding is intended to simplify the term-wise part of the output and only rounds the basis cutoffs, the hal9001 model's coefficients are not rounded.
...	Additional arguments passed to summary, not supported.

Details

Method for summarizing the coefficients of the Highly Adaptive Lasso estimator in terms of the basis functions corresponding to covariates and interactions of covariates, returned as a single S3 object of class hal9001.

Due to the nature of the basis function terms, the summary tables can be extremely wide. The R environment might not be the optimal location to view the summary. Tables can be exported from R to LaTeX with xtable package (or similar). Here's an example: print(xtable(summary(fit)$table, type = "latex"), file = "dt.tex").

Value

A list summarizing a hal9001 object's coefficients.

hal9001 documentation built on Nov. 14, 2023, 5:08 p.m.