This function makes predictions from a ggmix_gic object,
using the stored "ggmix_fit" object, and the optimal value chosen for
lambda using the gic.
# S3 method for ggmix_gic
predict(object, newx, s = c("lambda.min"), ...)
# S3 method for ggmix_gic
coef(object, s = c("lambda.min"), type, ...)
Arguments
| object |
fitted ggmix_gic object |
| newx |
matrix of values for x at which predictions are to be
made. Do not include the intercept. Must be a matrix. This argument is not
used for type = c("coefficients","nonzero","all"). This matrix must
have the same number of columns originally supplied to the
ggmix fitting function. |
| s |
Value(s) of the penalty parameter lambda at which predictions
are required. Default is the value s="lambda.min" can be used. If
s is numeric, it is taken as the value(s) of lambda to be
used. |
| ... |
other arguments passed to predict.ggmix_fit |
| type |
Type of prediction required. Type "link" gives the fitted
values \(X \beta\). Type "response" is equivalent to type
"link". Type "coefficients" computes the coefficients at the
requested values for s and returns the regression coefficients only,
including the intercept. Type "all" returns both the regression
coefficients and variance components at the requested value of s.
Type "nonzero" returns a 1 column matrix of the the nonzero fixed
effects, as well as variance components for each value of s. If more
than one s is provided, then "nonzero" will return a list of
1 column matrices. Default: "link" |
Value
The object returned depends the ... argument which is passed on to
the predict method for ggmix_fit objects.
Details
This function makes it easier to use the results of gic chosen model
to make a prediction.
See also