SignifReg-package: Consistent Significance Controlled Variable Selection in...

SignifReg-packageR Documentation

Consistent Significance Controlled Variable Selection in Generalized Linear Regression

Description

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>.

Details

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Author(s)

Jongwook Kim, Adriano Zanin Zambom

Maintainer: Adriano Zanin Zambom <adriano.zambom@csun.edu>

References

Zambom A Z, Kim J. Consistent significance controlled variable selection in high-dimensional regression. Stat.2018;7:e210. https://doi.org/10.1002/sta4.210


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