sigma2lasso estimates the value of the sigma2 for the
linear mixed model with lasso penalty
sigma2lasso(ggmix_object, ...) # S3 method for default sigma2lasso(ggmix_object, ...) # S3 method for fullrank sigma2lasso(ggmix_object, ..., n, beta, eta)
| ggmix_object | A ggmix_object object of class |
|---|---|
| ... | Extra parameters. Currently ignored. |
| n | number of observations |
| beta | current estimate of the beta parameter including the intercept. this should be of length p+1, where p is the number of variables. |
| eta | current estimate of the eta parameter |
A decreasing sequence of tuning parameters
There is a closed form solution for sigma^2, given beta and eta. This function isn't meant to be called directly by the user.