Summarize a Slab and Shrinkage Linear Regression Model
summary.savvySh_model.RdProvides a comprehensive summary for one or more shrinkage estimators contained within a
savvySh_model object produced by savvySh. The summary includes estimated coefficients,
confidence intervals, residual statistics, R-squared measures, F-statistics, and information criteria (AIC, BIC)
for each specified estimator.
Usage
# S3 method for class 'savvySh_model'
summary(object, estimator = NULL, ...)Arguments
- object
A fitted model object of class
savvySh_model, produced bysavvySh.- estimator
A character vector naming one or more estimators to summarize (e.g.,
"St","DSh","SR","GSR","Sh", etc.). IfNULL(default), summaries for all available estimators are printed.- ...
Additional arguments (currently unused).
Value
Invisibly returns a data.frame summarizing key metrics for each estimator (including estimator name,
number of non-zero coefficients, and optimal lambda if available).
Details
For each estimator present in the savvySh_model object (or for the user-specified subset), this function computes:
A summary of the residual distribution (quantiles).
A coefficient table including estimates, standard errors, t-values, p-values, and confidence intervals.
Residual standard error and degrees of freedom.
R-squared and adjusted R-squared measures.
F-statistic (and its p-value) for testing overall regression significance.
Information criteria (AIC, BIC) and deviance for model fit.
These results are printed in sequence for the selected estimator(s). If no estimator is specified, summaries for all available estimators are printed.
See also
savvySh for fitting slab and shrinkage linear models,
predict.savvySh_model for generating predictions,
coef.savvySh_model for extracting coefficients directly.