Predicting a response for new subjects based on a fitted penalized regression model.
The fitted model (a
The matrix of penalized covariates for the new subjects.
The unpenalized covariates for the new subjects.
The user need only supply those terms from the original call that are different relative to the original call that produced the
penfit object. In particular, if penalized and/or unpenalized was specified in matrix form, a matrix must be given with the new subjects' data. The columns of these matrices must be exactly the same as in the matrices supplied in the original call that produced the
penfit object. If either penalized or unpenalized was given as a
formula in the original call, the user of
predict must supply a new
data argument. As with matrices, the new
data argument must have a similar make-up as the
data argument in the original call that produced the
penfit object. In particular, any factors in
data must have the same levels.
The predictions, either as a
vector (logistic and Poisson models), a
matrix (linear model), or a
breslow object (Cox model).
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