covliu {fastliu} | R Documentation |
For a scalar or vector tuning parameter lambda,
the covliureg
computes the covariance matrix
for the estimates of a Liu regression model.
covliu(obj)
obj |
A |
The returned object is a list of the matrix of estimated covariances.
Murat Genç and Ömer Özbilen
liureg()
, coef()
, predict()
, summary()
, pressliu()
, residuals()
data("Hitters")
Hitters <- na.omit(Hitters)
X <- model.matrix(Salary ~ ., Hitters)[, -1]
y <- Hitters$Salary
lam <- seq(0, 1, 0.01)
liu.mod <- liureg(X, y, lam)
# List of covariance matrices for 101 lambda values
cov.mat <- covliu(liu.mod)
print(cov.mat$lam1)