summary.lars: Summary method for lars objects

In lars: Least Angle Regression, Lasso and Forward Stagewise

Summary method for lars objects

Description

Produce an anova-type summary for a lars object.

Usage

## 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 doi: 10.1214/009053604000000067. 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

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

lars documentation built on April 14, 2022, 1:06 a.m.