Fits lasso and derives summary statistics at each local site.

Fits lasso and derives summary statistics at each local site.

Local_fit(Y, X, lambda_lst = NULL)

Arguments

Y

Individual response vector.
X

Individual covariates matrix.
lambda_lst

Candidate set of tuning parameters. Default value is range in glmnet.

Value

hessian: Derived Hessian matrix.

gradient: Derived gradient vector.

beta: Local lasso estimator.