Least square approximation. This version Oct 19, 2006.

Least square approximation. This version Oct 19, 2006.

lsa(obj)

Arguments

obj

lm/glm/coxph or other object.

Value

beta.ols: the MLE estimate ; beta.bic: the LSA-BIC estimate ; beta.aic: the LSA-AIC estimate.

Author

Reference Wang, H. and Leng, C. (2006) and Efron et al. (2004).