summary.grpreg: Summarize a fitted `grpreg` object

Description

Summarizes a fitted penalized regression model with 'grpreg' class.

"summary"(object, lambda = NULL, digits = 4, ...)

object

A "summary.grpreg" object.

lambda

A regularization parameter at which to summarize.

digits

Number of digits past the decimal point to print out. The default is 4.

...

Optional arguments passed to other methods.

n: Number of observations.
p: Number of screened predictors.
penalty: The penalty applied to the model.
model: The type of model.
family: The link function.
criterion: The screening criterion.
lambda: The default or specified regularization parameter.
beta: The estimates of coefficients at the specified lambda.
iter: The number of iterations at the specified lambda.
df: The estimates of effective number of model parameters at the specified lambda.
call: The function call.
r.squared: The r.squared.
snr: The signal-to-noise ratio.
scale: The scale parameter estimate.
logLik: The negative log-likelihood values for the fitted model.
aic: Akaike's information criterion (AIC).
bic: Bayesian information criterion (BIC).
aicc: The AIC with a correction for finite sample sizes (AICC).
pe: The prediction error for family = "binomial".

The default lambda is the one at which we obtain the minimum loss (i.e., negative log-likelihood value), if lambda is not supplied.