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.
|Author||Andreas Buja, Kai Zhang|
|Date of publication||2017-01-15 17:27:53|
|Maintainer||Kai Zhang <[email protected]>|
|Package repository||View on CRAN|
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