mpath (version 0.3-12)

breadReg: Bread for Sandwiches in Regularized Estimators

Description

Generic function for extracting an estimator for the bread of sandwiches.

Usage

breadReg(x, which, …)

Arguments

x

a fitted model object.

which

which penalty parameter(s)?

…

arguments passed to methods.

Value

A matrix containing an estimator for the penalized second derivative of log-likelihood function. Typically, this should be an $k\times k$ matrix corresponding to $k$ parameters. The rows and columns should be named as in coef or terms, respectively.

References

Zhu Wang, Shuangge Ma and Ching-Yun Wang (2015) Variable selection for zero-inflated and overdispersed data with application to health care demand in Germany, Biometrical Journal. 57(5):867-84.

See Also

meatReg, sandwichReg

Examples

# NOT RUN {
data("bioChemists", package = "pscl")
fm_zinb <- zipath(art ~ . | ., data = bioChemists, family = "negbin", nlambda=10, maxit.em=1)
breadReg(fm_zinb, which=which.min(fm_zinb$bic))
# }