1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85
|
% Copyright (C) 1998
% Berwin A. Turlach <bturlach@stats.adelaide.edu.au>
% Bill Venables <wvenable@stats.adelaide.edu.au>
% $Id: l1celist.object.d,v 1.2 1998/09/23 02:55:04 bturlach Exp $
% --> ../COPYRIGHT for more details
\name{l1celist.object}
\alias{l1celist.object}
\title{Object of Several L1 Constrained Estimation Models}
\description{
These are objects of class \code{"l1celist"}
They represent the fits of several regression models under an L1
constraint on (some of the parameters).
}
\section{GENERATION}{
This class of objects is returned from the \code{l1ce} function
to represent a fitted model.
}
\section{METHODS}{
The \code{"l1celist"} class of objects has methods for the following generic
functions:
\code{[}, \code{[[}, \code{aux}, \code{coef}, \code{deviance}, \code{fitted}, \code{formula}, \code{gcv},
\code{labels}, \code{plot}, \code{print}, \code{residuals}, \code{vcov}.
}
\section{STRUCTURE}{
An object of class \code{l1celist} is a list of lists. Each component of
the list is a list with the information of an object of class \code{l1ce}
that is unique for that information. All shared information is stored
as attributes.
Each component of the list must include the following components
for it to be a legitimate \code{l1celist} object.
\describe{
\item{coefficients}{
the coefficients of the fit of the response to the
columns of the model
matrix.
The names of the coefficients are the names of the
columns of the model matrix.
}
\item{residuals}{
the residuals from the fit.
If weights were used, then the residuals are the raw residuals - the
weights are not taken into account.
If you need residuals that all have the same variance, then use the
\code{residuals} function with \code{type="pearson"}.
}
\item{fitted.values}{
the fitted values from the fit.
If weights were used, the fitted values are not adjusted for the weights.
}
\item{bound}{
the (absolute) L1 constraint imposed on the parameters.
}
\item{relative.bound}{
optional, the (relative) L1 constraint imposed on the parameters.
Present if \code{absolute.t=F}.
}
\item{Lagrangian}{
the value of the Lagrangian that enforces the constraint at the
solution.
}
\item{xtr}{
the product of the design matrix of the variables that are under the
constraint (after taking weights, sweep-out variables and
standardization into account) with the residual vector.
}
\item{constrained.coefficients}{
the coefficients on the scale on which they are constrained. Useful
as initial value for further fits.
}
}
}
\details{
The residuals, fitted values, coefficients, and effects should be extracted
by the generic functions of the same name, rather than
by using the \code{[[]]} and the \code{$} operator.
}
\seealso{
\code{\link{l1ce}}, \code{\link{coefficients}}.
}
\keyword{classes}
\keyword{regression}
\keyword{methods}
% Converted by Sd2Rd version 1.21.
|