lars (version 1.1)

summary.lars: Summary method for lars objects

Description

Produce an anova-type summary for a lars object.

Usage

## S3 method for class 'lars':
summary(object, sigma2=NULL, ...)

Value

An anova object is returned, with rownames the step number, and with components:DfEstimated degree of freedomRssThe Residual sum of SquaresCpThe Cp statistic

Details

An anova summary is produced, with Df, RSS and Cp for each step. Df is tricky for some models, such as forward stagewise and stepwise, and is not likely to be accurate. When p>n, the user is responsible for supplying sigma2.

References

Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf. Hastie, Tibshirani and Friedman (2002) Elements of Statistical Learning, Springer, NY.

See Also

lars, and print, plot,and predict methods for lars, and cv.lars

Examples

data(diabetes)
attach(diabetes)
object <- lars(x,y)
summary(object)
detach(diabetes)