PoSI: Valid Post-Selection Inference for Linear LS Regression
Version 1.0

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.

Package details

AuthorAndreas Buja, Kai Zhang
Date of publication2017-01-15 17:27:53
MaintainerKai Zhang <[email protected]>
LicenseGPL-3
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PoSI")

Try the PoSI package in your browser

Any scripts or data that you put into this service are public.

PoSI documentation built on May 29, 2017, 8:50 p.m.