# S3 method for lars
summary(object, sigma2=NULL, ...)
Arguments
object
lars object
sigma2
optional variance measure (for p>n)
…
Additional arguments for summary generic
Value
An anova object is returned, with rownames the step number, and with components:
Df
Estimated degree of freedom
Rss
The Residual sum of Squares
Cp
The 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