CDLasso (version 1.1)

summary.logit.reg: Print all results of Cyclic Coordinate Descent for Logistic Regression

Description

Print full summary of results of Cyclic Coordinate Descent for Logistic Regression.

Usage

"summary"(object, ...)

Arguments

object

Output of logit.reg. Must be of class "logit.reg"

...

N/A

Value

X

The design matrix.

Y

The outcome variable for cases.

cases

The number of cases

predictors

The number of predictors

lambda

The value of penalization parameter lambda used.

objective

The value of the objective function

residual

A vector of length p listing the residuals

estimate

The estimate of the coefficients

nonzeros

The number of "selected" variables included in the model.

selected

The name of the "selected" variables included in the model.

Details

summary.logit.reg produces full output from logit.reg. For selected output, see print.logit.reg.

References

Wu, T.T., Chen, Y.F., Hastie, T., Sobel E. and Lange, K. (2009). Genome-wide association analysis by lasso penalized logistic regression. Bioinformatics, Volume 25, No 6, 714-721.

See Also

summary.logit.reg

logit.reg

Examples

set.seed(1001)
n=500;p=5000
beta=c(1,1,1,1,1,rep(0,p-5))
x=matrix(rnorm(n*p),p,n)
xb = t(x) %*% beta
logity=exp(xb)/(1+exp(xb))
y=rbinom(n=length(logity),prob=logity,size=1)

rownames(x)<-1:nrow(x)
colnames(x)<-1:ncol(x)

#Lasso penalized logistic regression
out<-logit.reg(x,y,lambda=50)

#Re-estimate parameters without penalization
out2<-logit.reg(x[out$selected,],y,lambda=0)
summary(out2)