predict.restricted {ImpShrinkage}

Extract Model Predictions Values

Description

Predicted values based on object restrcited.

Usage

## S3 method for class 'restricted'
predict(object, newdata, ...)

Arguments

object

An object of class restricted.

newdata

An optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used.

...

Other arguments.

Value

A vector of predictions.

See Also

predict.unrestricted, predict.preliminaryTest, predict.improvedpreliminaryTest, predict.stein, predict.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 <- resReg(X, y, H, h)
predict(model, X)