estfunReg {mpath} | R Documentation |
Extract Empirical First Derivative of Log-likelihood Function
Description
Generic function for extracting the empirical first derivative of log-likelihood function of a fitted regularized model.
Usage
estfunReg(x, ...)
Arguments
x |
a fitted model object. |
... |
arguments passed to methods. |
Value
A matrix containing the empirical first derivative of log-likelihood functions.
Typically, this should be an n \times k
matrix corresponding
to n
observations and k
parameters. The columns should be named
as in coef
or terms
, respectively.
Author(s)
Zhu Wang <zwang145@uthsc.edu>
References
Zhu Wang, Shuangge Ma and Ching-Yun Wang (2015) Variable selection for zero-inflated and overdispersed data with application to health care demand in Germany, Biometrical Journal. 57(5):867-84.
See Also
Examples
data("bioChemists", package = "pscl")
fm_zinb <- zipath(art ~ . | ., data = bioChemists, family = "negbin", nlambda=10, maxit.em=1)
res <- estfunReg(fm_zinb, which=which.min(fm_zinb$bic))
[Package mpath version 0.4-2.26 Index]