Description Usage Arguments Details Value Author(s)
The function computes regression coefficients for a penalized generalized linear models subject to non-negativity constraints for a given lambda value for response variable following Poisson distribution.
1 2 | nnlasso.poisson.lambda(n,p,sumy,beta0.old,beta1.old,
x,y,dxkx0,tau,lambda1,tol,maxiter,xbeta.old,mu1,eps,SE)
|
n |
Number of observations |
p |
Number of predictors |
sumy |
Sum of y values |
beta0.old |
Initial value of intercept |
beta1.old |
A vector of initial values of slope coefficients |
x |
A n by p1 matrix of predictors |
y |
A vector of n observations |
dxkx0 |
In case of a model with intercept, first diagonal of X'X |
tau |
Elastic net paramter. Default is 1 |
lambda1 |
The value of lambda |
tol |
Tolerance criterion. Default is 10^-6 |
maxiter |
Maximum number of iterations. Default is 10000 |
xbeta.old |
A n by 1 vector of xbeta values |
mu1 |
The value of mu at beta.old |
eps |
A small value below which a coefficient would be considered as zero. Default is eps=1e-6 |
SE |
Logical. If SE=TRUE, standard errors of the coefficients will be produced. Default is SE=FALSE |
This function is internal and used by nnlasso.poisson function. User need not call this function.
A list with following components
beta0.new |
Intercept estimate |
beta1.new |
Slope coefficient estimates |
conv |
"yes" means converged and "no" means did not converge |
iter |
Number of iterations to estimate the coefficients |
ofv.new |
Objective function value at solution |
xbeta.new |
xbeta values at solution |
mu1 |
Value of mu at solution |
vcov |
Variance-covariance matrix of the coefficient estimates |
Baidya Nath Mandal and Jun Ma
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