L1 Constrainted Estimation Model Object
These are objects of class
They represent the fit of a regression model 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
This class of objects is returned from the
to represent a fitted model.
"l1ce" class of objects has methods for the following generic
The following components must be included in 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 moment matrix of the variables that are under the constraint. (After taking weights, sweep-out variables and standardization into account).
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.
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.
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
an object of mode
termsummarizing the formula. Used by various methods, but typically not of direct relevance to users.
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.
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.
optionally the model matrix, if
optionally the response, if