Coefficients from a penfa object

Source: R/methods.R

An S4 method returning the estimates of the model parameters.

# S4 method for penfa
coef(object, type = "free", labels = TRUE)

Arguments

object

An object of class penfa, found as a result of a call to penfa.
type

Character. If type="free", only the estimated parameters (both penalized and unpenalized) are returned. If type="user", all parameters listed in the parameter table are returned, including fixed parameters.
labels

Logical. If TRUE, parameters are returned with their names.

Value

A numeric vector of class penfa.vector containing the estimated model parameters.

See also

penfa, penfa-class

Examples



data(ccdata)

syntax = 'help  =~   h1 + h2 + h3 + h4 + h5 + h6 + h7 + 0*v1 + v2 + v3 + v4 + v5
          voice =~ 0*h1 + h2 + h3 + h4 + h5 + h6 + h7 +   v1 + v2 + v3 + v4 + v5'

alasso_fit <- penfa(## factor model
                    model  = syntax,
                    data   = ccdata,
                    std.lv = TRUE,
                    ## penalization
                    pen.shrink = "alasso",
                    eta = list(shrink = c("lambda" = 0.01), diff = c("none" = 0)),
                    ## automatic procedure
                    strategy = "auto")

#> Computing weights for alasso (ML estimates)... done.
#> 
#> Automatic procedure: 
#> Iteration  1 : 0.00298271 
#> Iteration  2 : 0.00452604 
#> 
#> Largest absolute gradient value: 12.76355181
#> Fisher information matrix is positive definite
#> Eigenvalue range: [180.2917, 9189645]
#> Trust region iterations: 15 
#> Factor solution: admissible 
#> Effective degrees of freedom: 27.12936  

coef(alasso_fit)

#>    help=~h1    help=~h2    help=~h3    help=~h4    help=~h5    help=~h6 
#>       0.766       0.858       0.775       0.921       0.810       0.782 
#>    help=~h7    help=~v2    help=~v3    help=~v4    help=~v5   voice=~h2 
#>       0.523       0.000       0.000       0.000       0.000       0.000 
#>   voice=~h3   voice=~h4   voice=~h5   voice=~h6   voice=~h7   voice=~v1 
#>       0.000      -0.041       0.053       0.104       0.341       0.851 
#>   voice=~v2   voice=~v3   voice=~v4   voice=~v5      h1~~h1      h2~~h2 
#>       0.871       0.842       0.843       0.805       0.388       0.233 
#>      h3~~h3      h4~~h4      h5~~h5      h6~~h6      h7~~h7      v1~~v1 
#>       0.372       0.184       0.235       0.201       0.264       0.245 
#>      v2~~v2      v3~~v3      v4~~v4      v5~~v5 help~~voice 
#>       0.208       0.261       0.259       0.324       0.877