residuals.stein {ImpShrinkage}

Extract Model Residuals

Description

Residuals values based on model object stein.

Usage

## S3 method for class 'stein'
residuals(object, ...)

Arguments

object

An object of class stein.

...

Other arguments.

Value

A vector of residuals.

See Also

residuals.unrestricted, residuals.restricted, residuals.preliminaryTest, residuals.improvedpreliminaryTest, residuals.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), nr = 3, nc = p, byrow = TRUE)
h <- rep(0, nrow(H))
model <- stReg(X, y, H, h)
residuals(model)