sparsereg (version 1.2)

summary.sparsereg: Summaries for a sparse regression.

Description

The function prints and returns a summary table for a sparsereg object.

Usage

"summary"(object,... )

Arguments

object

Object of type sparsereg.

...

Additional items to pass to summary. Options below.

Details

Generates a table for an object of class sparsereg. Additional arguments to pass summary below.

interval Length of posterior interval to return. Must be between 0 and 1, default is .9. The symmetric interval is returned.

ci Type of interval to return. Options are "quantile" (default) for quantiles and "HPD" for the highest posterior density interval.

order How to order returned coefficients. Options are "magnitude", sorted by magnitude and omitting zero effects, "sort", sorted by size from highest to lowest and omitting zero effects, and "none" which returns all effects

normal Whether to return the normal approximate confidence interval (default of TRUE) or posterior interval (FALSE).

select Either "mode" or a number between 0 and 1. Whether to select variables for printing off the median of the mode (default) or off the probability of being non-zero.

printit Whether to print a summary table.

stage Currently this argument is ignored.

References

Ratkovic, Marc and Tingley, Dustin. 2015. "Sparse Estimation with Uncertainty: Subgroup Analysis in Large Dimensional Design." Working paper.

See Also

sparsereg, plot.sparsereg, violinplot, difference, print.sparsereg

Examples

## Not run: 
#  set.seed(1)
#  n<-500
#  k<-100
#  Sigma<-diag(k)
#  Sigma[Sigma==0]<-.5
#  X<-mvrnorm(n,mu=rep(0,k),Sigma=Sigma)
#  y.true<-3+X[,2]*2+X[,3]*(-3)
#  y<-y.true+rnorm(n)
# 
# 
# 
# ##Fit a linear model with five covariates.
#  s1<-sparsereg(y,X[,1:5])
#  summary(s1)
# ## End(Not run)