Hessian Matrix of Regularized Estimators
Constructing Hessian matrix for regularized regression parameters.
a fitted model object.
which penalty parameter(s)?
arguments passed to the
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.
A matrix containing the Hessian matrix estimate for the non-zero parameters.
Zhu Wang <email@example.com>
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.
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