A 'splmm'
object is returned, for which
coef
,resid
, fitted
,
print
, summary
methods exist.
datadata set used for fitting the model, as a list with four components: x, y, z, grp (see
above)
coefInitlist of the starting values for beta, random effects covariance structure, and variance structure
penalty.bThe penalty method for fixed effects penalization.
penalty.LThe penalty method for random effects penalization.
nonpen.bIndex of indices of fixed effects not penalized.
nonpen.LIndex of indices of random effects not penalized.
lambda1regularization parameter for fixed effects penalization scaled by the number of subjects.
lambda2regularization parameter for random effects penalization the number of subjects.
sigmastandard deviation \(\hat{\sigma}\) of the errors
DThe estimates of the random effects covariance matrix \(\hat{D}\).
LvecVectorized \(\hat{L}\), the lower triangular matrix of \(\hat{D}\) from Cholesky Decomposition.
coefficientsestimated fixed-effects coefficients \(\hat{\beta}\)
randomvector with random effects, sorted by groups
ranefvector with random effects, sorted by effect
uvector with the standardized random effects, sorted by effect
fixefestimated fixed-effects coeffidients \(\hat{\beta}\)
fitted.valuesThe fitted values \(\hat{y} = \hat{X} \beta +
Z \hat{b}_i\)
residualsraw residuals \(y-\hat{y}\)
corDCorrelation matrix of the random effects
logLikvalue of the log-likelihood function
deviancedeviance=-2*logLik
nparNumber of parameters. Corresponds to the cardinality
of the set of nonzero coefficients
plus the number of nonzero variance in D
aicAIC
bicBIC
biccModified BIC defined by Wang et al (2009)
ebicExtended BIC defined by Chen and Chen (2008)
convergedDoes the algorithm converge? 0: correct convergence ;
an odd number means that maxIter was reached ; an even number means
that the Armijo step was not succesful. For each unsuccessfull Armijo
step, 2 is added to converged. If converged is large compared to the
number of iterations counter
, you may increase maxArmijo.
counterThe number of iterations used.
stoppedlogical indicating whether the algorithm stopped due to too many parameters, if yes need to increase lam1
or lam2
CovOptoptimization routine
controlsee splmmControl
objectiveValue of the objective function at the final estimates
callcall