se: Standard Error of Regularized Estimators

In mpath: Regularized Linear Models

Standard Error of Regularized Estimators

Description

Generic function for computing standard errors of non-zero regularized estimators

Usage

se(x, which, log=TRUE, ...)

Arguments

x	a fitted model object.
which	which penalty parameter(s)?
log	if TRUE, the computed standard error is for log(theta) for negative binomial regression, otherwise, for theta.
...	arguments passed to methods.

Value

A vector containing standard errors of non-zero regularized estimators.

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

zipath

Examples

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

mpath documentation built on June 28, 2024, 1:06 a.m.