Hessian Matrix of Regularized Estimators

Share:

Description

Constructing Hessian matrix for regularized regression parameters.

Usage

1

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 <zwang@connecticutchildrens.org>

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

1
2
3
data("bioChemists", package = "pscl")
fm_zinb <- zipath(art ~ . | ., data = bioChemists, family = "negbin", nlambda=10)
hessianReg(fm_zinb, which=which.min(fm_zinb$bic))

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.