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A summary function for cv_plmm objects

Source: R/summary-cv-plmm.R
summary.cv_plmm.Rd

A summary function for cv_plmm objects

Usage

# S3 method for class 'cv_plmm'
summary(object, lambda = "min", ...)

Arguments

object

A cv_plmm object

lambda

The regularization parameter value at which inference should be reported. Can choose a numeric value, 'min', or '1se'. Defaults to 'min.'

...

Not used

Value

The return value is an object with S3 class summary.cv_plmm. The class has its own print method and contains the following list elements:

  • lambda_min: The lambda value at the minimum cross validation error

  • lambda.1se: The maximum lambda value within 1 standard error of the minimum cross validation error

  • penalty: The penalty applied to the fitted model

  • nvars: The number of non-zero coefficients at the selected lambda value

  • cve: The cross validation error at all folds

  • min: The minimum cross validation error

  • fit: The plmm fit used in the cross validation

if return_bias_details = TRUE, two more items are returned:

  • bias: The mean bias of the cross validation

  • loss: The loss at each value of lambda

Examples

admix_design <- create_design(X = admix$X, y = admix$y)
cv_fit <- cv_plmm(design = admix_design)
summary(cv_fit)
#> lasso-penalized model with n=197 and p=101
#> At minimum cross-validation error (lambda=0.4473):
#> -------------------------------------------------
#>   Nonzero coefficients: 2
#>   Cross-validation error (deviance): 2.91
#>   Scale estimate (sigma): 1.706