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