Report summary statistics from a run of nested forward selection across the outer folds.
# S3 method for nestfs
summary(object, iter1 = FALSE, ...)# S3 method for nestfs
print(x, ...)
A data frame with the following columns:
Variables selected.
Percentage of folds in which the variable was selected.
Median coefficient for the variable.
Inter-quartile range for the variable coefficient.
Median iteration in which the variable was selected.
Inter-quartile range for rank of the variable.
Median difference in log-likelihoods.
Inter-quartile range for the difference in log-likelihoods.
An object of class nestfs.
Whether the summary should be over all variables at the first iteration: this can be interpreted as a cross-validated univariate test for association.
Further arguments passed to or from other methods. These are currently ignored.