lse.beta {tilting}

Compute the least squares estimate on a given index set

Description

The function returns an estimate of the coefficient vector for a linear regression problem by setting the coefficients corresponding to a given index set to be the least squares estimate and the rest to be equal to zero.

Usage

lse.beta(X, y, active = NULL)

Arguments

X

design matrix.

y

response vector.

active

the index set on which the least squares estimate is computed.

Value

An estimate of the coefficient vector is returned as above. If active==NULL, a vector of zeros is returned.

Author(s)

Haeran Cho