logitchoice (version 0.9.4)

coef.logitchoice: Return estimated coefficients from fitted logitchoice object.

Description

Returns the model coefficients for each lambda.

Usage

"coef"(object, lambdaIndex = NULL, ...)

Arguments

object

Fitted "logitchoice" model object.

lambdaIndex

Index of lambda value at which to extract coefficients. If NULL, return the coefficients for all values of lambda in the path.

...

Not used.

Value

Details

Returns the actual main effect and interaction coefficients. These satisfy the sum constraints in the original linear interaction model.

See Also

predict.logitchoice, logitchoice

Examples

  groupSizes = sample(6:18, 100, replace=TRUE)
  numGroups = length(groupSizes)
  n = sum(groupSizes)
  p = 10
  X = matrix(rnorm(n*p), nrow=n)
  X = scale(X)
  Y = rep(0, n)
  Y[cumsum(groupSizes)] = 1
  grouping = rep(1:numGroups, groupSizes)
  fit = logitchoice(X, Y, grouping)
max(abs(fit$betahat - coef(fit)))