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PoSI: Valid Post-Selection Inference for Linear LS Regression
In linear LS regression, calculate for a given design matrix the multiplier K of coefficient standard errors such that the confidence intervals [b - K*SE(b), b + K*SE(b)] have a guaranteed coverage probability for all coefficient estimates b in any submodels after performing arbitrary model selection.
Getting started
Browse package contents
Package details |
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| Author | Andreas Buja [aut], Kai Zhang [aut], Wan Zhang [cre] |
| Maintainer | Wan Zhang <wanz63@live.unc.edu> |
| License | GPL-3 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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