search for: glpmodel

...rking with several factors with many levels, leading to a sparse model matrix). However, as my knowledge of statistical theory leaves much to be desired, there are certain aspects of model evaluation etc that I am having trouble with. Has anyone developed any examples of model diagnostics using the glpModel class (from the MatrixModels package)? Something akin to 'summary', or perhaps helper functions such as 'logLik', 'AIC', 'predict' or even a means of running some of the tests from package 'lmtest'? The structure of the 'glpModel' class is pretty stra...

...ral components, two of which are rank, and pivot, is there an equivalent way of getting at these values/vectors for sparse matrices? Basically, I am trying to get at the variance-covariance matrix in order to compute t-values for the coefficients of a (sparse) GLM (i.e. a summary function for class glpModel). Am I going about this the right way? Are they perhaps more efficient ways of doing this when working with sparse matrices. Is there a preferred way of calculating t-statistics? Note that 'rankMatrix' from package Matrix appears to densify the matrix before use, so this is not a viable opt...