islasso (version 1.6.0)

summary.islasso.path: Summarize islasso.path Model at Specific Lambda

Description

Extracts coefficient estimates, standard errors and p-values from an islasso.path fit at a given regularization level lambda.

Usage

# S3 method for islasso.path
summary(object, pval = 1, use.t = FALSE, lambda, ...)

Value

An object of class "summary.islasso.path" containing filtered estimates and significance metrics.

Arguments

object

A fitted object of class "islasso.path".

pval

Numeric threshold for displaying coefficients. Only variables with p-value <= pval are printed. Unpenalized coefficients (like the intercept) are always shown.

use.t

Logical. If TRUE, p-values are computed using a t-distribution with residual degrees of freedom.

lambda

Numeric. Value of the regularization parameter at which the summary should be extracted.

...

Currently unused.

Author

Gianluca Sottile

See Also

islasso.path, GoF.islasso.path, coef.islasso.path, fitted.islasso.path, predict.islasso.path, residuals.islasso.path, logLik.islasso.path, deviance.islasso.path

Examples

if (FALSE) {
# Assuming object `o` is from islasso.path
summary(o, pval = 0.1, lambda = 5)
}