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 [aut], Kai Zhang [aut], Wan Zhang [cre]|
|Maintainer||Wan Zhang <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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