print.farm.select: Summarize and print the results of the model selection

In kbose28/FarmSelect: Factor Adjusted Robust Model Selection

Description

Print method for farm.select objects

Usage

## S3 method for class 'farm.select'
print(x, ...)

Arguments

x	A farm.select object.
...	Further arguments passed to or from other methods.

Value

A list with the following items:

model.size	the size of the model
beta.chosen	the indices of the covariates chosen in the model
coef.chosen	the coefficients of the chosen covariates
X.residual	the residual covariate matrix after adjusting for factors
nfactors	number of (estimated) factors
n	number of observations
p	number of dimensions
robust	whether robust parameters were used
loss	loss function used

See Also

farm.select

Examples

set.seed(100)
P = 200 #dimension
N = 50 #samples
K = 3 #nfactors
Q = 3 #model size
Lambda = matrix(rnorm(P*K, 0,1), P,K)
F = matrix(rnorm(N*K, 0,1), N,K)
U = matrix(rnorm(P*N, 0,1), P,N)
X = Lambda%*%t(F)+U
X = t(X)
beta_1 = rep(5,Q)
beta = c(beta_1, rep(0,P-Q))
eps = rt(N, 2.5)
Y = X%*%beta+eps

##with default options
output = farm.select(X,Y)
output

kbose28/FarmSelect documentation built on May 12, 2019, 7:20 p.m.