predict.ggmix_gic {ggmix}

Make predictions from a ggmix_gic object

Description

This function makes predictions from a ggmix_gic object, using the stored "ggmix_fit" object, and the optimal value chosen for lambda using the gic.

Usage

## S3 method for class 'ggmix_gic'
predict(object, newx, s = c("lambda.min"), ...)

## S3 method for class 'ggmix_gic'
coef(object, s = c("lambda.min"), type, ...)

Arguments

object

fitted ggmix_gic object

newx

matrix of values for x at which predictions are to be made. Do not include the intercept. Must be a matrix. This argument is not used for type = c("coefficients","nonzero","all"). This matrix must have the same number of columns originally supplied to the ggmix fitting function.

s

Value(s) of the penalty parameter lambda at which predictions are required. Default is the value s="lambda.min" can be used. If s is numeric, it is taken as the value(s) of lambda to be used.

...

other arguments passed to predict.ggmix_fit

type

Type of prediction required. Type "link" gives the fitted values X \beta. Type "response" is equivalent to type "link". Type "coefficients" computes the coefficients at the requested values for s and returns the regression coefficients only, including the intercept. Type "all" returns both the regression coefficients and variance components at the requested value of s. Type "nonzero" returns a 1 column matrix of the the nonzero fixed effects, as well as variance components for each value of s. If more than one s is provided, then "nonzero" will return a list of 1 column matrices. Default: "link"

Details

This function makes it easier to use the results of gic chosen model to make a prediction.

Value

The object returned depends the ... argument which is passed on to the predict method for ggmix_fit objects.

See Also

predict.ggmix_fit