SignifReg: Consistent Significance Controlled Variable Selection in Linear Regression

Provide consistent significance controlled variable selection procedure with different directions (forward, backward, stepwise) based on diverse criteria (AIC, BIC, adjusted r-square, and p-value). The algorithm selects a final model with only significant variables based on a correction choice of False Discovery Rate, Bonferroni, or no correction.

Package details

AuthorJongwook Kim, Adriano Zanin Zambom
MaintainerJongwook Kim <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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SignifReg documentation built on June 26, 2019, 9:02 a.m.