coef.smle {SMLE} | R Documentation |
Extract coefficients from fitted model
Description
Extract coefficients from fitted model for either a 'smle'
or 'selection'
object.
Usage
## S3 method for class 'smle'
coef(object, refit = TRUE, ...)
## S3 method for class 'selection'
coef(object, refit = TRUE, ...)
Arguments
object |
Returned object from either the function |
refit |
A logical flag that controls what coefficients are being return. Default is |
... |
This argument is not used and listed for method consistency. |
Value
Fitted coefficients based on the screened or selected model specified in the object.
If refit = TRUE
, the coefficients are estimated by re-fitting the final
screened/selected model with glm()
. If refit = FALSE
the coefficients estimated by the IHT algorithm are returned.
Examples
set.seed(1)
Data<-Gen_Data(n=100, p=5000, family = "gaussian", correlation="ID")
fit<-SMLE(Y = Data$Y, X = Data$X, k=15, family = "gaussian")
coef(fit)
fit_s<-smle_select(fit)
coef(fit_s)
[Package SMLE version 2.1-1 Index]