Description Usage Arguments Value Examples
Summary function for bigKRLS output.
1 2 3 4 |
object |
bigKRLS output. |
degrees |
"Neffective" (default) or "N". If "Neffective" (default), degrees of freedom for t tests reflects degrees of freedom used to obtain regularization parameter, lambda. Neffective = N - sum(eigenvalues/(eigenvalues + lambda)); see e.g. Hastie et al. (2015, 61-68). 'N' is simply the observed sample size (note this is the default for library(KRLS)). Degrees of freedom for t-tests is either Neffective - P or N - P. |
probs |
Which quantiles of the marginal effects of each x variable should be displayed? |
digits |
Number of signficant digits. |
labs |
Optional vector of x labels. |
... |
ignore |
Returns list with "ttests" (Average Marginal Effect estimates, standard errors, t-values, and p values) and "percentiles" (of the marginal effects).
1 2 3 4 5 6 7 8 9 10 11 12 13 | # y <- as.matrix(ChickWeight$weight)
# X <- matrix(cbind(ChickWeight$Time, ChickWeight$Diet == 1), ncol = 2)
# out <- bigKRLS(y, X, Ncores=1)
# summary(out)
# s = summary(out, digits = 2, labs = c("Time", "ChickWeightDiet"))
# knitr::kable(s[["ttests"]]) # to format with RNotebook or RMarkdown
# knitr::kable(s[["percentiles"]])
# Calcuate p-values using uncorrected standard errors (not recommended)
# summary(out, degrees = "N")
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