PLR.normalize {LorenzRegression}

Re-normalizes the estimated coefficients of a penalized Lorenz regression

Description

PLR.normalize transforms the estimated coefficients of a penalized Lorenz regression to match the model where the first category of each categorical variable is omitted.

Usage

PLR.normalize(PLR)

Arguments

PLR

Output of a call to Lorenz.Reg, where penalty!="none".

Value

A matrix of re-normalized coefficients.

See Also

Lorenz.Reg

Examples

data(Data.Incomes)
PLR <- Lorenz.Reg(Income ~ ., data = Data.Incomes, penalty = "SCAD",
                  sel.choice = c("BIC","CV"), h.grid = nrow(Data.Incomes)^(-1/5.5),
                  eps = 0.01, seed.CV = 123, nfolds = 5)
PLR.normalize(PLR)