fit_betas: plasso fitting
In plasso: Cross-Validated (Post-) Lasso
View source: R/internal.plasso.R
fit_betas R Documentation
plasso fitting
Description
fit_betas estimates OLS model only for active coefficients (from lasso)
Usage
fit_betas(x, y, w, nm_act, coef_lasso)
Arguments
x
Matrix of covariates (number of observations times number of covariates matrix)
y
Vector of outcomes
w
Vector of weights
nm_act
Vector of active variables
coef_lasso
Vector of lasso coefficients
Value
Beta estimates.
plasso documentation built on May 29, 2024, 6:46 a.m.
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View source: R/internal.plasso.R
| fit_betas | R Documentation |
plasso fitting
Description
fit_betas estimates OLS model only for active coefficients (from lasso)
Usage
fit_betas(x, y, w, nm_act, coef_lasso)
Arguments
x |
Matrix of covariates (number of observations times number of covariates matrix) |
y |
Vector of outcomes |
w |
Vector of weights |
nm_act |
Vector of active variables |
coef_lasso |
Vector of lasso coefficients |
Value
Beta estimates.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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