fastliu (version 1.0)

summary.liureg: Summarizing Liu Regression Fit

Description

summary method for liureg objects.

Usage

# S3 method for liureg
summary(object, digits, ...)

Value

The returned object is a list whose elements are Liu regression coefficient estimates and statistics related to Liu regression.

Arguments

object

An object of class liureg.

digits

Number of decimal places in the data frame of Liu regression statistics.

...

Not used in this implemetation.

Author

Murat Genç

Details

summary.liureg produces an object with S3 class summary.liureg. The function returns a list of summary statistics of the Liu regression fit for the grid of regularization parameter \(\lambda\) values. Each element of the output list includes:

coefficients	A \(p\times 5\) matrix with columns coefficient estimates, scaled coefficient estimates, scaled standard errors, scaled \(t-\)values with corresponding \(p-\)value.
Statistics	Liu related statistics \(R^2\), \(\textrm{adjusted}-R^2\), \(F-\)statistics, AIC, BIC and MSE values.

See Also

liureg(), coef(), predict(), residuals()

Examples

Hitters <- na.omit(Hitters)
X <- model.matrix(Salary ~ ., Hitters)[, -1]
y <- Hitters$Salary
lam <- seq(0, 1, 0.01)
liu.mod <- liureg(X, y, lam)
summary(liu.mod)