summary.bigKRLS {bigKRLS} | R Documentation |
Summary function for bigKRLS output.
## S3 method for class 'bigKRLS' summary(object, degrees = "Neffective", probs = c(0.05, 0.25, 0.5, 0.75, 0.95), digits = 4, labs = NULL, ...)
object |
bigKRLS output. |
degrees |
"Neffective" (default) or "N". If "Neffective" (default), degrees of freedom for t tests reflects degrees of freedom used to obtain regularization parameter, lambda. Neffective = N - sum(eigenvalues/(eigenvalues + lambda)); see e.g. Hastie et al. (2015, 61-68). 'N' is simply the observed sample size (note this is the default for library(KRLS)). Degrees of freedom for t-tests is either Neffective - P or N - P. |
probs |
Which quantiles of the marginal effects of each x variable should be displayed? |
digits |
Number of signficant digits. |
labs |
Optional vector of x labels. |
... |
ignore |
Returns list with "ttests" (Average Marginal Effect estimates, standard errors, t-values, and p values) and "percentiles" (of the marginal effects).
# y <- as.matrix(ChickWeight$weight) # X <- matrix(cbind(ChickWeight$Time, ChickWeight$Diet == 1), ncol = 2) # out <- bigKRLS(y, X, Ncores=1) # summary(out) # s = summary(out, digits = 2, labs = c("Time", "ChickWeightDiet")) # knitr::kable(s[["ttests"]]) # to format with RNotebook or RMarkdown # knitr::kable(s[["percentiles"]]) # Calcuate p-values using uncorrected standard errors (not recommended) # summary(out, degrees = "N")