Description Usage Arguments Details Value Author(s) References See Also Examples
Does kfold crossvalidation for glmreg, produces a plot,
and returns crossvalidated loglikelihood values for lambda
1 2 3 4 5 6 7 8 9 10  ## S3 method for class 'formula'
cv.glmreg(formula, data, weights, offset=NULL, ...)
## S3 method for class 'matrix'
cv.glmreg(x, y, weights, offset=NULL, ...)
## Default S3 method:
cv.glmreg(x, ...)
## S3 method for class 'cv.glmreg'
plot(x,se=TRUE,ylab=NULL, main=NULL, width=0.02, col="darkgrey", ...)
## S3 method for class 'cv.glmreg'
coef(object,which=object$lambda.which, ...)

formula 
symbolic description of the model, see details. 
data 
argument controlling formula processing
via 
x 

y 
response 
weights 
Observation weights; defaults to 1 per observation 
offset 
Not implemented yet 
object 
object of 
which 
Indices of the penalty parameter 
se 
logical value, if 
ylab 
ylab on yaxis 
main 
title of plot 
width 
width of lines 
col 
color of standard error curve 
... 
Other arguments that can be passed to 
The function runs glmreg
nfolds
+1 times; the
first to compute the lambda
sequence, and then to
compute the fit with each of the folds omitted. The error or the loglikelihood value is
accumulated, and the average value and standard deviation over the
folds is computed. Note that cv.glmreg
can be used to search for
values for alpha
: it is required to call cv.glmreg
with a fixed vector foldid
for different values of alpha
.
an object of class "cv.glmreg"
is returned, which is a
list with the ingredients of the crossvalidation fit.
fit 
a fitted glmreg object for the full data. 
residmat 
matrix of loglikelihood values with row values for 
bic 
matrix of BIC values with row values for 
cv 
The mean crossvalidated loglikelihood values  a vector of length

cv.error 
estimate of standard error of 
foldid 
an optional vector of values between 1 and 
lambda 
a vector of 
lambda.which 
index of 
lambda.optim 
value of 
Zhu Wang <[email protected]>
Zhu Wang, Shuangge Ma, Michael Zappitelli, Chirag Parikh, ChingYun Wang and Prasad Devarajan (2014) Penalized Count Data Regression with Application to Hospital Stay after Pediatric Cardiac Surgery, Statistical Methods in Medical Research. 2014 Apr 17. [Epub ahead of print]
glmreg
and plot
, predict
, and coef
methods for "cv.glmreg"
object.
1 2 3 
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