l1celist.object

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Percentile

Object of Several L1 Constrained Estimation Models

These are objects of class "l1celist" They represent the fits of several regression models 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 using the [[]] and the $ operator.

GENERATION

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

METHODS

The "l1celist" class of objects has methods for the following generic functions: [, [[, aux, coef, deviance, fitted, formula, gcv, labels, plot, print, residuals, vcov.

STRUCTURE

An object of class l1celist is a list of lists. Each component of the list is a list with the information of an object of class l1ce that is unique for that information. All shared information is stored as attributes.

Each component of the list must include the following components for it to be a legitimate l1celist 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.

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.

See Also

l1ce, coefficients.

Aliases
  • l1celist.object
Documentation reproduced from package lasso2, version 1.2-20, License: GPL (>= 2)

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