SignifReg: Consistent Significance Controlled Variable Selection in Generalized Linear Regression

Provides significance controlled variable selection algorithms with different directions (forward, backward, stepwise) based on diverse criteria (AIC, BIC, adjusted r-square, PRESS, or p-value). The algorithm selects a final model with only significant variables defined as those with significant p-values after multiple testing correction such as Bonferroni, False Discovery Rate, etc. See Zambom and Kim (2018) <doi:10.1002/sta4.210>.

Package details

AuthorJongwook Kim, Adriano Zanin Zambom
MaintainerAdriano Zanin Zambom <adriano.zambom@csun.edu>
LicenseGPL (>= 2)
Version4.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SignifReg")

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SignifReg documentation built on March 22, 2022, 9:05 a.m.