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]