106
T. Basu et al.
Table 3.3 Summary of refit-LASSO for the Sonar dataset. The column “Estimate” gives the
parameter estimates obtained after refitting the model using the selected variables. “Original”
estimates refer to a (single) initial cross-validated LASSO execution as discussed in Sect. 3.5.1.1,
and “Difference” refers to the difference between the refit-LASSO and the original estimates
Predictors
Estimate
Std. error
z value
P r(> |z|)
Original
Difference
(Intercept)
−0.49
0.24
−2.01
0.04
−0.24
−0.24
V1
−0.72
0.33
−2.16
0.03
−0.12
−0.60
V4
−0.91
0.39
−2.32
0.02
−0.26
−0.65
V7
0.67
0.30
2.18
0.03
0.00
0.66
V11
−1.10
0.49
−2.24
0.02
−0.53
−0.57
V12
−0.34
0.41
−0.82
0.41
−0.25
−0.09
V16
1.05
0.34
3.14
0.00
0.29
0.76
V20
−0.88
0.57
−1.54
0.12
−0.03
−0.85
V21
0.25
0.57
0.44
0.66
−0.27
0.52
V23
−0.77
0.33
−2.35
0.02
−0.17
−0.60
V28
0.12
0.41
0.30
0.77
−0.10
0.22
V29
−0.63
0.48
−1.31
0.19
0.00
−0.63
V31
0.87
0.31
2.82
0.00
0.14
0.73
V36
1.04
0.58
1.80
0.07
0.58
0.46
V37
0.27
0.56
0.49
0.62
0.05
0.23
V40
0.34
0.33
1.04
0.30
0.01
0.34
V43
−0.03
0.46
−0.06
0.95
−0.07
0.04
V44
−0.80
0.58
−1.37
0.17
−0.14
−0.66
V45
−0.80
0.79
−1.01
0.31
−0.52
−0.28
V46
−0.06
0.64
−0.09
0.93
−0.02
−0.04
V48
−1.23
0.39
−3.16
0.00
−0.38
−0.85
Fig. 3.14 Coefficient distribution of the bootstrap estimates for the Sonar dataset