l1ce.object

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L1 Constrainted Estimation Model Object

These are objects of class "l1ce". They represent the fit of a regression model under an L1 constraint on (some of) the parameters.

Keywords
classes, methods, regression
Details

The residuals, fitted values, coefficients, and effects should be extracted by the generic functions of the same name, rather than by the $ operator.

GENERATION

This class of objects is returned from the l1ce function to represent a fitted model.

METHODS

The "l1ce" class of objects has methods for the following generic functions: coef, deviance, fitted, formula, gcv, labels, predict, print, residuals, summary, vcov.

STRUCTURE

The following components must be included in a legitimate l1ce object.

coefficients

the coefficients of the fit of the response to the columns of the model matrix. The names of the coefficients are the names of the columns of the model matrix.

residuals

the residuals from the fit. If weights were used, then the residuals are the raw residuals - the weights are not taken into account. If you need residuals that all have the same variance, then use the residuals function with type="pearson".

fitted.values

the fitted values from the fit. If weights were used, the fitted values are not adjusted for the weights.

bound

the (absolute) L1 constraint imposed on the parameters.

relative.bound

optional, the (relative) L1 constraint imposed on the parameters. Present if absolute.t=F.

Lagrangian

the value of the Lagrangian that enforces the constraint at the solution.

xtx

the moment matrix of the variables that are under the constraint. (After taking weights, sweep-out variables and standardization into account).

xtr

the product of the design matrix of the variables that are under the constraint (after taking weights, sweep-out variables and standardization into account) with the residual vector.

constrained.coefficients

the coefficients on the scale on which they are constrained. Useful as initial value for further fits.

sweep.out

Optional information on the variables that are not under the constraint and on which the other variables and the response is projected first. Optional, not present if sweep.out = NULL.

assign

the list of assignments of coefficients (and effects) to the terms in the model. The names of this list are the names of the terms. The ith element of the list is the vector saying which coefficients correspond to the ith term. It may be of length 0 if there were no estimable effects for the term. See also R.assign below.

terms

an object of mode expression and class term summarizing the formula. Used by various methods, but typically not of direct relevance to users.

call

an image of the call that produced the object, but with the arguments all named and with the actual formula included as the formula argument.

contrasts

a list containing sufficient information to construct the contrasts used to fit any factors occurring in the model. The list contains entries that are either matrices or character vectors. When a factor is coded by contrasts, the corresponding contrast matrix is stored in this list. Factors that appear only as dummy variables and variables in the model that are matrices correspond to character vectors in the list. The character vector has the level names for a factor or the column labels for a matrix.

x

optionally the model matrix, if x=TRUE.

y

optionally the response, if y=TRUE.

See Also

l1ce, coefficients.

Aliases
  • l1ce.object
Documentation reproduced from package lasso2, version 1.2-20, License: GPL (>= 2)

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