summary.hdlm: summarize coefficients from a "glmnet" object
Description
'summary' method for class '"lm"'.
Usage
## S3 method for class 'hdlm':
summary(object, ..., level=NULL)
Arguments
object
an object of class '"hdlm"', usually, a result of a call to
'hdlm'.
level
Determines which coefficients to print on regression table.
Level = 1 gives only those with non-zero coefficents if
pval.method is equal to 'mean' and only those with p-value < 1
otherwise. Level = 2 gives any
...
further arguments passed to or from other methods.
Details
When fitting a large model, it can be cumbersome to look at results for all of
the variables; when there exists high correlation between variables, level = 2
is often preferable. The different behavior for pval.method equal to 'mean' is
due to the fact that the mean method (or Bayes method, which sets pval.method to
'mean') gives many p-values which are close to, but not exactly equal to, one.