Summary method for lars objects
Produce an anova-type summary for a lars object.
## S3 method for class 'lars' summary(object, sigma2=NULL, ...)
object |
lars object |
sigma2 |
optional variance measure (for p>n) |
... |
Additional arguments for summary generic |
An anova summary is produced, with Df, RSS and Cp for each step. Df is tricky for some models, such as forward stagewise and stepwise, and is not likely to be accurate. When p>n, the user is responsible for supplying sigma2.
An anova object is returned, with rownames the step number, and with components:
Df |
Estimated degree of freedom |
Rss |
The Residual sum of Squares |
Cp |
The Cp statistic |
Brad Efron and Trevor Hastie
Efron, Hastie, Johnstone and Tibshirani (2003) "Least Angle Regression" (with discussion) Annals of Statistics; see also http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf. Hastie, Tibshirani and Friedman (2002) Elements of Statistical Learning, Springer, NY.
lars, and print, plot,and predict methods for lars, and cv.lars
data(diabetes) attach(diabetes) object <- lars(x,y) summary(object) detach(diabetes)
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