Printing coefficients from S3 objects rlassoEffects
Printing coefficients from S3 objects rlassoEffects
Printing coefficients for class rlassoEffects
print_coef(x,...)## S3 method for class 'rlassoEffects'print_coef( x, complete =TRUE, selection.matrix =FALSE, include.targets =TRUE,...)
Arguments
x: an object of class rlassoEffects, usually a result of a call rlassoEffect or rlassoEffects.
...: further arguments passed to functions coef or print.
complete: general option of the function coef.
selection.matrix: if TRUE, a selection matrix is returned that indicates the selected variables from each auxiliary regression. Default is set to FALSE.
include.targets: if FALSE (by default) only the selected control variables are listed in the selection.matrix. If set to TRUE, the selection matrix will also indicate the selection of the target coefficients that are specified in the rlassoEffects call.
Details
Printing coefficients and selection matrix for S3 object rlassoEffects
Examples
library(hdm)set.seed(1)n =100#sample sizep =100# number of variabless =7# number of non-zero variablesX = matrix(rnorm(n*p), ncol=p)colnames(X)<- paste("X",1:p, sep="")beta = c(rep(3,s), rep(0,p-s))y =1+ X%*%beta + rnorm(n)data = data.frame(cbind(y,X))colnames(data)[1]<-"y"lasso.effect = rlassoEffects(X, y, index=c(1,2,3,50), method ="double selection")# without target coefficient estimatesprint_coef(lasso.effect, selection.matrix =TRUE)# with target coefficient estimatesprint_coef(lasso.effect, selection.matrix =TRUE, targets =TRUE)