summary.lars: Summary method for lars objects

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/summary.lars.R

Description

Produce an anova-type summary for a lars object.

Usage

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## S3 method for class 'lars'
summary(object, sigma2=NULL, ...)

Arguments

object

lars object

sigma2

optional variance measure (for p>n)

...

Additional arguments for summary generic

Details

An anova summary is produced, with Df, RSS and Cp for each step. Df is tricky for some models, such as forward stagewise and stepwise, and is not likely to be accurate. When p>n, the user is responsible for supplying sigma2.

Value

An anova object is returned, with rownames the step number, and with components:

Df

Estimated degree of freedom

Rss

The Residual sum of Squares

Cp

The Cp statistic

Author(s)

Brad Efron and Trevor Hastie

References

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf. Hastie, Tibshirani and Friedman (2002) Elements of Statistical Learning, Springer, NY.

See Also

lars, and print, plot,and predict methods for lars, and cv.lars

Examples

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data(diabetes)
attach(diabetes)
object <- lars(x,y)
summary(object)
detach(diabetes)

lars documentation built on May 29, 2017, 9:12 a.m.