ImpShrinkage (version 1.0.0)

coefficients.preliminaryTest: Extract Model Coefficients

Description

Coefficients extracted from the model object preliminaryTest

Usage

# S3 method for preliminaryTest
coefficients(object, ...)
# S3 method for preliminaryTest
coef(object, ...)

Value

A vector of coefficients.

Arguments

object

An object of class preliminaryTest.

...

Other arguments.

See Also

coefficients.unrestricted, coefficients.restricted, coefficients.improvedpreliminaryTest, coefficients.stein, coefficients.positivestein, coef.unrestricted, coef.restricted, coef.improvedpreliminaryTest. coef.stein, coef.positivestein. #'

Examples

n_obs <- 100
p_vars <- 5
beta <- c(2, 1, 3, 0, 5)
simulated_data <- simdata(n = n_obs, p = p_vars, beta)
X <- simulated_data$X
y <- simulated_data$y
p <- ncol(X)
# H beta = h
H <- matrix(c(1, 1, -1, 0, 0, 1, 0, 1, 0, -1, 0, 0, 0, 1, 0), nrow = 3, ncol = p, byrow = TRUE)
h <- rep(0, nrow(H))
model <- ptReg(X, y, H, h, alpha = 0.05)
coefficients(model)
coef(model)