print.farm.select {FarmSelect}

Summarize and print the results of the model selection

Description

Print method for farm.select objects

Usage

## S3 method for class 'farm.select'
print(x, ...)

Arguments

x

A farm.select object.

...

Further arguments passed to or from other methods.

Value

A list with the following items:

model.size

the size of the model

beta.chosen

the indices of the covariates chosen in the model

coef.chosen

the coefficients of the chosen covariates

X.residual

the residual covariate matrix after adjusting for factors

nfactors

number of (estimated) factors

n

number of observations

p

number of dimensions

robust

whether robust parameters were used

loss

loss function used

See Also

farm.select

Examples

set.seed(100)
P = 200 #dimension
N = 50 #samples
K = 3 #nfactors
Q = 3 #model size
Lambda = matrix(rnorm(P*K, 0,1), P,K)
F = matrix(rnorm(N*K, 0,1), N,K)
U = matrix(rnorm(P*N, 0,1), P,N)
X = Lambda%*%t(F)+U
X = t(X)
beta_1 = rep(5,Q)
beta = c(beta_1, rep(0,P-Q))
eps = rt(N, 2.5)
Y = X%*%beta+eps

##with default options
output = farm.select(X,Y)
output