glmadj: Methods for adjusted glm objects

In zq00/glmhd: Estimates the inflation and variance of the MLE from a high-dimensional GLM

Methods for adjusted glm objects

Description

Availabel methods for glmadj objects: print coefficients, summary, prediction

Usage

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

## S3 method for class 'glmadj'
summary(object, ...)

## S3 method for class 'summary.glmadj'
print(x, ...)

## S3 method for class 'glmadj'
predict(object, newdata = NULL, ...)

Arguments

x	A glmadj object, created from adjust_glm.
...	Additional parameters
object	A glmadj object, created from adjust_glm.
newdata	A data frame created with model.frame.

Value

summary.glmadj returns a summary table with four columns

• ajusted_mle \hat{\beta}_j^\mathrm{Adj} = \hat{\beta}_j^\mathrm{MLE} / \alpha_\star.

• adjusted_std. Standard error of the adjusted MLE \hat{\sigma}_j / \alpha_\star = \sigma_\star / \alpha_\star \tau_j.

• t.value t_j = \hat{\beta}_j^\mathrm{MLE} / \hat{\sigma}_j. When \beta_j = 0, t_j is approximately a standard Gaussian as n,p \to\infty.

• p.value 2-sided p-value using t.value to test whether \beta_j = 0.

See Also

adjust_glm

zq00/glmhd documentation built on April 7, 2023, 7:45 a.m.