tidy.ridgelm: Tidy a(n) ridgelm object

In tidymodels/broom: Convert Statistical Objects into Tidy Tibbles

Tidy a(n) ridgelm object

Description

Tidy summarizes information about the components of a model. A model component might be a single term in a regression, a single hypothesis, a cluster, or a class. Exactly what tidy considers to be a model component varies across models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.

Usage

## S3 method for class 'ridgelm'
tidy(x, ...)

Arguments

x

A ridgelm object returned from MASS::lm.ridge().

...

Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in ..., where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass conf.lvel = 0.9, all computation will proceed using conf.level = 0.95. Two exceptions here are: tidy() methods will warn when supplied an exponentiate argument if it will be ignored. augment() methods will warn when supplied a newdata argument if it will be ignored.

Value

A tibble::tibble() with columns:

GCV	Generalized cross validation error estimate.
lambda	Value of penalty parameter lambda.
term	The name of the regression term.
estimate	estimate of scaled coefficient using this lambda
scale	Scaling factor of estimated coefficient

See Also

tidy(), MASS::lm.ridge()

Other ridgelm tidiers: glance.ridgelm()

Examples

# load libraries for models and data
library(MASS)

names(longley)[1] <- "y"

# fit model and summarizd results
fit1 <- lm.ridge(y ~ ., longley)
tidy(fit1)

fit2 <- lm.ridge(y ~ ., longley, lambda = seq(0.001, .05, .001))
td2 <- tidy(fit2)
g2 <- glance(fit2)

# coefficient plot
library(ggplot2)
ggplot(td2, aes(lambda, estimate, color = term)) +
  geom_line()

# GCV plot
ggplot(td2, aes(lambda, GCV)) +
  geom_line()

# add line for the GCV minimizing estimate
ggplot(td2, aes(lambda, GCV)) +
  geom_line() +
  geom_vline(xintercept = g2$lambdaGCV, col = "red", lty = 2)

tidymodels/broom documentation built on Nov. 11, 2024, 7:34 a.m.