pred_S3VS performs prediction using predictors selected by S3VS in survival models.

pred_S3VS_GLM(y, X, method = c("NLP", "LASSO"))

Arguments

y

Response. A numeric/integer/logical vector with values in {0,1}.

X

Predictor matrix. This should include predictors selected by S3VS. Can be a base matrix or something as.matrix() can coerce. No missing values are allowed.

method

Character string indicating the prediction method used. Available options are "NLP", "LASSO".

Value

A list containing:

y.pred

Predicted response

coef

Coefficient estimates of the predictors used for prediction

Author

Nilotpal Sanyal <nsanyal@utep.edu>, Padmore N. Prempeh <pprempeh@albany.edu>

See also

Examples

# Simulate binary data
set.seed(123)
n <- 100
p <- 150
X <- matrix(rnorm(n * p), n, p)
colnames(X) <- paste0("V", 1:p)
eta <- X[,1] + 0.5 * X[,2]
prob <- 1 / (1 + exp(-eta))
y <- rbinom(n, size = 1, prob = prob)
# Predict
pred_glm <- pred_S3VS_GLM(y = y, X = X[,1:3], method = "LASSO")
pred_glm
#> $coef
#>         V1         V2         V3 
#> 0.06191237 0.00000000 0.00000000 
#> 
#> $y.pred
#>        lambda.1se
#>   [1,]  0.5400470
#>   [2,]  0.5451223
#>   [3,]  0.5724210
#>   [4,]  0.5497344
#>   [5,]  0.5506350
#>   [6,]  0.5747886
#>   [7,]  0.5557099
#>   [8,]  0.5291941
#>   [9,]  0.5381029
#>  [10,]  0.5418122
#>  [11,]  0.5673428
#>  [12,]  0.5541639
#>  [13,]  0.5547904
#>  [14,]  0.5503500
#>  [15,]  0.5401183
#>  [16,]  0.5758755
#>  [17,]  0.5562744
#>  [18,]  0.5183603
#>  [19,]  0.5593821
#>  [20,]  0.5413952
#>  [21,]  0.5322354
#>  [22,]  0.5453096
#>  [23,]  0.5328800
#>  [24,]  0.5374559
#>  [25,]  0.5390539
#>  [26,]  0.5226857
#>  [27,]  0.5614630
#>  [28,]  0.5510040
#>  [29,]  0.5311515
#>  [30,]  0.5677946
#>  [31,]  0.5551832
#>  [32,]  0.5441258
#>  [33,]  0.5623369
#>  [34,]  0.5620780
#>  [35,]  0.5612159
#>  [36,]  0.5591881
#>  [37,]  0.5571311
#>  [38,]  0.5477043
#>  [39,]  0.5439586
#>  [40,]  0.5428140
#>  [41,]  0.5379820
#>  [42,]  0.5454640
#>  [43,]  0.5291889
#>  [44,]  0.5816420
#>  [45,]  0.5670978
#>  [46,]  0.5313832
#>  [47,]  0.5424696
#>  [48,]  0.5414895
#>  [49,]  0.5605814
#>  [50,]  0.5473751
#>  [51,]  0.5525344
#>  [52,]  0.5482159
#>  [53,]  0.5479963
#>  [54,]  0.5695378
#>  [55,]  0.5451899
#>  [56,]  0.5717808
#>  [57,]  0.5248159
#>  [58,]  0.5575999
#>  [59,]  0.5505518
#>  [60,]  0.5519622
#>  [61,]  0.5544672
#>  [62,]  0.5409412
#>  [63,]  0.5435401
#>  [64,]  0.5329945
#>  [65,]  0.5321743
#>  [66,]  0.5533028
#>  [67,]  0.5555157
#>  [68,]  0.5494661
#>  [69,]  0.5627504
#>  [70,]  0.5798501
#>  [71,]  0.5411148
#>  [72,]  0.5130636
#>  [73,]  0.5640216
#>  [74,]  0.5377590
#>  [75,]  0.5380851
#>  [76,]  0.5643235
#>  [77,]  0.5442840
#>  [78,]  0.5298781
#>  [79,]  0.5514318
#>  [80,]  0.5465233
#>  [81,]  0.5487420
#>  [82,]  0.5545534
#>  [83,]  0.5429647
#>  [84,]  0.5585125
#>  [85,]  0.5452710
#>  [86,]  0.5537351
#>  [87,]  0.5654081
#>  [88,]  0.5553165
#>  [89,]  0.5436519
#>  [90,]  0.5661985
#>  [91,]  0.5638354
#>  [92,]  0.5570467
#>  [93,]  0.5523111
#>  [94,]  0.5390098
#>  [95,]  0.5694171
#>  [96,]  0.5394351
#>  [97,]  0.5819188
#>  [98,]  0.5720255
#>  [99,]  0.5450375
#> [100,]  0.5328735
#>