fitted.preliminaryTest {ImpShrinkage}R Documentation

Extract Model Fitted Values

Description

Fitted values based on object preliminaryTest.

Usage

## S3 method for class 'preliminaryTest'
fitted(object, ...)

Arguments

object

An object of class preliminaryTest.

...

Other arguments.

Value

A vector of fitted values.

See Also

fitted.unrestricted, fitted.restricted, fitted.improvedpreliminaryTest, fitted.stein, fitted.positivestein

Examples

n_obs <- 100
p_vars <- 5
beta <- c(2, 1, 3, 0, 5)
simulated_data <- simdata(n = n_obs, p = p_vars, beta)
X <- simulated_data$X
y <- simulated_data$y
p <- ncol(X)
# H beta = h
H <- matrix(c(1, 1, -1, 0, 0, 1, 0, 1, 0, -1, 0, 0, 0, 1, 0), nrow = 3, ncol = p, byrow = TRUE)
h <- rep(0, nrow(H))
model <- ptReg(X, y, H, h, alpha = 0.05)
fitted(model)


[Package ImpShrinkage version 1.0.0 Index]