islasso (version 1.6.0)

diabetes: Blood and other measurements in diabetics

Description

The diabetes data frame contains 442 observations used in the Efron et al. "Least Angle Regression" paper.

Format

A data frame with 442 rows and 3 columns:

x

Matrix with 10 numeric columns (standardized)

y

Numeric response vector

x2

Matrix with 64 columns including interactions

Details

The x matrix has been standardized to have unit L2 norm and zero mean in each column. The x2 matrix extends x by adding selected interaction terms.

References

Efron, Hastie, Johnstone and Tibshirani (2003). "Least Angle Regression" (with discussion), Annals of Statistics.

Examples

data(diabetes)
str(diabetes)
summary(diabetes$y)

if (FALSE) {
  fit <- islasso(y ~ ., data = data.frame(y = diabetes$y, diabetes$x2),
                 family = gaussian())
  summary(fit, pval = 0.05)
  lambda.aic <- aic.islasso(fit, interval = c(1, 100))
  fit.aic <- update(fit, lambda = lambda.aic)
  summary(fit.aic, pval = 0.05)
}