summary.l1.reg {CDLasso} R Documentation

## Print all results of Greedy Coordinate Descent for L1 Regression

### Description

Print full summary of results of Greedy Coordinate Descent for L1 Regression.

### Usage

```## S3 method for class 'l1.reg'
summary(object, ...)
```

### Arguments

 `object` Output of l1.reg. Must be of class "l1.reg" `...` N/A

### Details

`summary.l1.reg` produces full output from l1.reg. For selected output, see print.l1.reg.

### Value

 `X` The design matrix. `Y` The outcome variable for cases. `cases` The number of cases `predictors` The number of predictors `lambda` The value of penalization parameter `lambda` used. `objective` The value of the objective function `residual` A vector of length `p` listing the residuals `L1` The sum of the residuals `estimate` The estimate of the coefficients `nonzeros` The name of "selected" variables included in the model. `selected` The name of the "selected" variables included in the model.

### Author(s)

Edward Grant, Kenneth Lange, Tong Tong Wu

Maintainer: Edward Grant edward.m.grant@gmail.com

### References

Wu, T.T. and Lange, K. (2008). Coordinate Descent Algorithms for Lasso Penalized Regression. Annals of Applied Statistics, Volume 2, No 1, 224-244.

`summary.l1.reg`

`l1.reg`

### Examples

```set.seed(100)
n=500
p=2000
nz = c(1:5)
true.beta<-rep(0,p)
true.beta[nz] = c(1,1,1,1,1)

x=matrix(rnorm(n*p),p,n)
y = t(x) %*% true.beta

rownames(x)<-1:nrow(x)
colnames(x)<-1:ncol(x)

#Lasso penalized L1 regression
out<-l1.reg(x,y,lambda=50)

#Re-estimate parameters without penalization
out2<-l1.reg(x[out\$selected,],y,lambda=0)
summary(out2)
```

[Package CDLasso version 1.1 Index]