Extract Coefficients

Extracts coefficients from an object of class transreg.

Usage

# S3 method for transreg
coef(object, stack = NULL, ...)

Arguments

object

object of class transreg

stack

character "sta" (standard stacking) or "sim" (simultaneous stacking)

...

(not applicable)

Value

Returns estimated coefficients. The output is a list with two slots: slot alpha with the estimated intercept (scalar), and slot beta with the estimated slopes (vector).

References

Armin Rauschenberger, Zied Landoulsi, Mark A. van de Wiel, and Enrico Glaab (2023). "Penalised regression with multiple sets of prior effects". Bioinformatics (In press). doi:10.1093/bioinformatics/btad680 armin.rauschenberger@uni.lu

See also

Methods for objects of class transreg include coef and predict.

Examples

#--- simulation ---
set.seed(1)
n <- 100; p <- 500
X <- matrix(rnorm(n=n*p),nrow=n,ncol=p)
beta <- rnorm(p)
prior <- beta + rnorm(p)
y <- X %*% beta

#--- glmnet (without prior effects) ---
object <- glmnet::cv.glmnet(y=y,x=X,alpha=0)
beta_hat <- coef(object,s="lambda.min")[-1]
mean((beta-beta_hat)^2)
#> [1] 0.8051971

#--- transreg (with prior effects) ---
object <- transreg(y=y,X=X,prior=prior,alpha=0)
beta_hat <- coef(object)$beta
mean((beta-beta_hat)^2) # decrease in MSE?
#> [1] 0.4545027