coefficients: Extract Summary Information Pertaining to the Coefficients...

coefficients.mvdaregR Documentation

Extract Summary Information Pertaining to the Coefficients resulting from a PLS model

Description

Functions to extract regression coefficient bootstrap information from mvdalab objects.

Usage

## S3 method for class 'mvdareg'
coefficients(object, ncomp = object$ncomp, conf = .95, ...)

Arguments

object

an mvdareg object. A fitted model.

ncomp

the number of components to include in the model (see below).

conf

for a bootstrapped model, the confidence level to use.

...

additional arguments. Currently ignored.

Details

coefficients is used to extract a bootstrap summary of the regression of a PLS model.

If comps is missing (or is NULL), summaries for all regression estimates are returned. Otherwise, if comps is given parameters for a model with only the requested component comps is returned.

Boostrap summaries provided are for actual regression coefficients, bootstrap percentiles, bootstrap mean, skewness, and bias. These summaries can also be extracted using coefficients.boots

Value

A coefficients object contains a data frame with columns:

variable

variable names

Actual

Actual loading estimate using all the data

BCa percentiles

confidence intervals

boot.mean

mean of the bootstrap

skewness

skewness of the bootstrap distribution

bias

estimate of bias w.r.t. the loading estimate

Bootstrap Error

estimate of bootstrap standard error

t value

approximate 't-value' based on the Bootstrap Error

bias t value

approximate 'bias t-value' based on the Bootstrap Error

Author(s)

Nelson Lee Afanador (nelson.afanador@mvdalab.com)

See Also

coef, coefficients.boots, coefficients

Examples

data(Penta)
mod1 <- plsFit(log.RAI ~., scale = TRUE, data = Penta[, -1],
               ncomp = 2, validation = "loo")
coefficients(mod1)

mvdalab documentation built on Oct. 6, 2022, 1:05 a.m.