Computes a sequence of lambda parameters for the sg-LASSO panel regression
path_calc_panel(
X,
Z,
y,
index,
gamma_w = NULL,
l1_factor = NULL,
l21_factor = NULL,
dummies_index = NULL,
nlam = NULL,
min_frac = NULL
)nT by p data matrix, where n, t and p respectively denote the number of individuals, sample size and the number of regressors.
dummies matrix for random effects or fixed effects panel data model. If left unspecified, it is computed based on regress_choice choice.
nT by 1 vector of outcome.
p by 1 vector indicating group membership of each covariate.
sg-LASSO mixing parameter. gamma_w = 1 is LASSO and gamma_w = 0 group LASSO.
\(\ell_1\) norm peanlty factor for random or fixed effects (default value is zero which means \(\alpha\) is left unpenalized in \(\ell_1\) norm).
\(\ell_{1,2}\) norm peanlty factor for random or fixed effects (default value is zero which means \(\alpha\) is left unpenalized in \(\ell_{1,2}\) norm).
vector indicating group membership of \(\alpha\).
number of \(\lambda\)'s to use in the regularization path.
the minimum value of the penalty parameter, as a fraction of the maximum value.
lambdas sequence of \(\lambda\) values for fitting.