coef.PLR {LorenzRegression}

Estimated coefficients for the Penalized Lorenz Regression

Description

coef.PLR provides the estimated coefficients for an object of class PLR.

Usage

## S3 method for class 'PLR'
coef(object, renormalize = TRUE, ...)

Arguments

object

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

renormalize

whether the coefficient vector should be re-normalized to match the representation where the first category of each categorical variable is omitted. Default value is TRUE

...

Additional arguments

Value

If the PLR was fitted with only one selection method, the output is a vector gathering the estimated coefficients. If several selection methods were selected, it outputs a list of vectors, where each element of the list corresponds to a different selection method.

See Also

Lorenz.Reg

Examples

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