summary.sealasso | R Documentation |
This provides the method used, condition index and the optimal model selected by BIC.
## S3 method for class 'sealasso' summary(object, ...)
object |
a sealasso object |
... |
other arguments to be passed to |
A summary is provided for a sealasso object. To provide a more succinct output, only the method used, condition index and the selected optimal model are printed out.
method |
The method used. One of NSEA-lasso, SEA-lasso, OLS-adaptive lasso and Lasso. |
condition.index |
Condition index of the scaled model matrix. |
optim.beta |
The estimated coefficients of the optimal model based on BIC criterion. |
Qian, W. and Yang, Y. (2010) "Model Selection via Standard Error Adjusted Adaptive Lasso." Technical Report, University of Minnesota.
sealasso
# use the diabetes dataset from "lars" package data(diabetes) y <- diabetes$y # with quadratic terms x2 <- cbind(diabetes$x1,diabetes$x2) object <- sealasso(x2, y, "sealasso") summary(object)
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