get.xi {LassoNet}

Updates the estimates of the connection signs by running mini OLS models.

Description

Updates connection signs \hat{\xi}.

Usage

get.xi(Bx,By,beta,xi,M)

Arguments

Bx

Bx element

By

By element

beta

\hat{\beta} estimated value

xi

\hat{\xi} matrix estimated at the previous step

M

penalty matrix

Value

xi

\hat{\xi} matrix

Author(s)

Maintainer: Jonas Striaukas <[e-mail]>

References

Weber, M., Striaukas, J., Schumacher, M., Binder, H. "Network-Constrained Covariate Coefficient and Connection Sign Estimation" (2018) <doi:10.2139/ssrn.3211163>