loss_erlasso: Loss lasso expectile regression with fixed effects

In pqrfe: Penalized Quantile Regression with Fixed Effects

Loss lasso expectile regression with fixed effects

Description

This function returns the core of lasso expectile regression with fixed effects to be minimized

Usage

loss_erlasso(theta, x, y, z, tau, n, d, mm, lambda)

Arguments

theta	initial values
x	design matrix
y	vector output
z	incident matrix
tau	percentile
n	N sample size
d	columns of x
mm	n columns of z
lambda	constriction parameter

Value

eta Numeric, sum of lasso expectile regression with fixed effects

pqrfe documentation built on Dec. 1, 2022, 5:09 p.m.