mpath (version 0.3-7)

breadReg: Bread for Sandwiches in Regularized Estimators

Description

Generic function for extracting an estimator for the bread of sandwiches.

Usage

breadReg(x, which, …)

Arguments

x

a fitted model object.

which

which penalty parameter(s)?

…

arguments passed to methods.

Value

A matrix containing an estimator for the penalized second derivative of log-likelihood function. Typically, this should be an \(k \times k\) matrix corresponding to \(k\) parameters. The rows and columns should be named as in coef or terms, respectively.

References

Zhu Wang, Shuangge Ma and Ching-Yun Wang (2015) Variable selection for zero-inflated and overdispersed data with application to health care demand in Germany, Biometrical Journal. 57(5):867-84.

See Also

meatReg, sandwichReg

Examples

# NOT RUN {
data("bioChemists", package = "pscl")
fm_zinb <- zipath(art ~ . | ., data = bioChemists, family = "negbin", nlambda=10)
breadReg(fm_zinb, which=which.min(fm_zinb$bic))
# }