fit_betas {plasso}R Documentation

plasso fitting

Description

fit_betas estimates OLS model only for active coefficients (from lasso)

Usage

fit_betas(x, y, w, nm_act, coef_lasso)

Arguments

x

Matrix of covariates (number of observations times number of covariates matrix)

y

Vector of outcomes

w

Vector of weights

nm_act

Vector of active variables

coef_lasso

Vector of lasso coefficients

Value

Beta estimates.


[Package plasso version 0.1.2 Index]