hessianReg: Hessian Matrix of Regularized Estimators

In mpath: Regularized Linear Models

Hessian Matrix of Regularized Estimators

Description

Constructing Hessian matrix for regularized regression parameters.

Usage

hessianReg(x, which, ...)

Arguments

x	a fitted model object.
which	which penalty parameter(s)?
...	arguments passed to the meatReg function.

Details

hessianReg is a function to compute the Hessian matrix estimate of non-zero regularized estimators. Implemented only for zipath object with family="negbin" in the current version.

Value

A matrix containing the Hessian matrix estimate for the non-zero parameters.

Author(s)

Zhu Wang <[e-mail]>

References

Zhu Wang, Shuangge Ma and Ching-Yun Wang (2015) Variable selection for zero-inflated and overdispersed data with application to health care demand in Germany, Biometrical Journal. 57(5):867-84.

See Also

breadReg, meatReg

Examples

data("bioChemists", package = "pscl")
fm_zinb <- zipath(art ~ . | ., data = bioChemists, family = "negbin", nlambda=10, maxit.em=1)
hessianReg(fm_zinb, which=which.min(fm_zinb$bic))

mpath documentation built on Jan. 7, 2023, 1:17 a.m.