sigma2lasso {ggmix}

Estimation of Sigma2 for Linear Mixed Model with Lasso Penalty

Description

sigma2lasso estimates the value of the sigma2 for the linear mixed model with lasso penalty

Usage

sigma2lasso(ggmix_object, ...)

## Default S3 method:
sigma2lasso(ggmix_object, ...)

## S3 method for class 'fullrank'
sigma2lasso(ggmix_object, ..., n, beta, eta)

Arguments

ggmix_object

A ggmix_object object of class lowrank or fullrank

...

Extra parameters. Currently ignored.

n

number of observations

beta

current estimate of the beta parameter including the intercept. this should be of length p+1, where p is the number of variables.

eta

current estimate of the eta parameter

Value

A decreasing sequence of tuning parameters

Note

There is a closed form solution for sigma^2, given beta and eta. This function isn't meant to be called directly by the user.

See Also

ggmix