Description Usage Arguments Value Source
init_values
is an auxiliary function for rlassoHAC, for fitting linear models with
the method of least squares where only the variables in X with highest correlations
are considered; taken from package hdm.
1 | init_values(X, y, number = 5, intercept = TRUE)
|
X |
Regressors (matrix or object can be coerced to matrix). |
y |
Dependent variable(s). |
number |
How many regressors in X should be considered. |
intercept |
Logical. If TRUE, intercept is included which is not penalized. |
init_values returns a list containing the following components:
residuals |
Residuals. |
coefficients |
Estimated coefficients. |
Victor Chernozhukov, Chris Hansen, Martin Spindler (2016). hdm: High-Dimensional Metrics, R Journal, 8(2), 185-199. URL https://journal.r-project.org/archive/2016/RJ-2016-040/index.html.
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