# summary.l1ce

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##### Summary Method for l1ce'' Objects (Regression with L1 Constraint)

Returns a summary list for a regression model with an L1 constraint on the parameters. A null value will be returned if printing is invoked.

Keywords
regression
##### Usage
## S3 method for class 'l1ce':
summary(object, correlation = TRUE,
type = c("OPT", "Tibshirani"),
gen.inverse.diag = 0, sigma = NULL, ...)
## S3 method for class 'summary.l1ce':
print(x, digits = max(3, getOption("digits") - 3), ...)
##### Details

This function is a method for the generic function summary() for class "l1ce". It can be invoked by calling summary(x) for an object x of the appropriate class, or directly by calling summary.l1ce(x) regardless of the class of the object.

##### Value

an object of class summary.l1ce (for which there's a print method). It is basically a list with the following components:correlationthe computed correlation coefficient matrix for the coefficients in the model.cov.unscaledthe unscaled covariance matrix; i.e, a matrix such that multiplying it by an estimate of the error variance produces an estimated covariance matrix for the coefficients.dfthe number of degrees of freedom for the model and for residuals.coefficientsa matrix with three columns, containing the coefficients, their standard errors and the corresponding t statistic.residualsthe model residuals. These are the weighted residuals if weights were given in the model.sigmathe residual standard error estimate.termsthe terms object used in fitting this model.callthe call object used in fitting this model.boundthe bound used in fitting this model.relative.boundthe relative bound used in fitting this model (may not be present).Lagrangianthe Lagrangian of the model.

l1ce, l1ce.object, summary.

##### Examples
data(Prostate)
summary(l1ce(lpsa ~ .,Prostate))

# Produces the following output:
Call:
l1ce(formula = lpsa ~ ., data = Prostate)
Residuals:
Min      1Q Median    3Q  Max
-1.636 -0.4119  0.076 0.452 1.83

Coefficients:
Value Std. Error Z score Pr(>|Z|)
(Intercept) 0.7285 1.3898     0.5242  0.6002
lcavol 0.4937 0.0919     5.3711  0.0000
lweight 0.2682 0.1774     1.5115  0.1307
age 0.0000 0.0111     0.0000  1.0000
lbph 0.0093 0.0587     0.1581  0.8744
svi 0.4551 0.2525     1.8023  0.0715
lcp 0.0000 0.0947     0.0000  1.0000
gleason 0.0000 0.1685     0.0000  1.0000
pgg45 0.0002 0.0046     0.0391  0.9688

Residual standard error: 0.7595 on 88.36 degrees of freedom
The relative L1 bound was      : 0.5
The absolute L1 bound was      : 0.9219925
The Lagrangian for the bound is:  13.05806

Correlation of Coefficients:
(Intercept)  lcavol lweight     age    lbph     svi     lcp gleason
lcavol  0.1988
lweight -0.4815     -0.2071
age -0.3938     -0.0603 -0.0974
lbph  0.3629     -0.0201 -0.5165 -0.1303
svi -0.0624     -0.2273 -0.1442  0.0635  0.0648
lcp  0.0457     -0.4153  0.0598  0.0665  0.0632 -0.3779
gleason -0.7666     -0.2009  0.1163 -0.0774 -0.0617  0.1084 -0.0243
pgg45  0.4988      0.0956 -0.0380 -0.0630 -0.1111 -0.1921 -0.2935 -0.6526
Documentation reproduced from package lasso2, version 1.2-2, License: GPL version 2 or later

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