Object of Several L1 Constrained Estimation Models
These are objects of class
They represent the fits of several regression models under an L1
constraint on (some of the parameters).
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
This class of objects is returned from the
to represent a fitted model.
"l1celist" class of objects has methods for the following generic
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
that is unique for that information. All shared information is stored
Each component of the list must include the following components
for it to be a legitimate
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.
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
the fitted values from the fit. If weights were used, the fitted values are not adjusted for the weights.
the (absolute) L1 constraint imposed on the parameters.
optional, the (relative) L1 constraint imposed on the parameters. Present if
the value of the Lagrangian that enforces the constraint at the solution.
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.
the coefficients on the scale on which they are constrained. Useful as initial value for further fits.