Regression coefficients

This function returns the regression coefficients of a plsdof-object.

Usage

# S3 method for class 'plsdof'
coef(object, ...)

Arguments

object: an object of class "plsdof" that is returned by the functions pls.ic and pls.cv.
...: additional parameters

Value

regression coefficients.

Details

The function returns the regression coefficients (without intercept) for the optimal number of components.

References

Kraemer, N., Sugiyama M. (2011). "The Degrees of Freedom of Partial Least Squares Regression". Journal of the American Statistical Association 106 (494) https://www.tandfonline.com/doi/abs/10.1198/jasa.2011.tm10107

Kraemer, N., Braun, M.L. (2007) "Kernelizing PLS, Degrees of Freedom, and Efficient Model Selection", Proceedings of the 24th International Conference on Machine Learning, Omni Press, 441 - 448

Author

Nicole Kraemer

Examples



n<-50 # number of observations
p<-5 # number of variables
X<-matrix(rnorm(n*p),ncol=p)
y<-rnorm(n)


pls.object<-pls.ic(X,y,criterion="bic")
mycoef<-coef(pls.object)