StabilizedRegression: Stabilizing Regression and Variable Selection

Contains an implementation of 'StabilizedRegression', a regression framework for heterogeneous data introduced in Pfister et al. (2021) <arXiv:1911.01850>. The procedure uses averaging to estimate a regression of a set of predictors X on a response variable Y by enforcing stability with respect to a given environment variable. The resulting regression leads to a variable selection procedure which allows to distinguish between stable and unstable predictors. The package further implements a visualization technique which illustrates the trade-off between stability and predictiveness of individual predictors.

Getting started

Package details

AuthorNiklas Pfister [aut, cre], Evan Williams [ctb]
MaintainerNiklas Pfister <np@math.ku.dk>
LicenseGPL-3
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("StabilizedRegression")

Try the StabilizedRegression package in your browser

Any scripts or data that you put into this service are public.

StabilizedRegression documentation built on June 30, 2022, 9:06 a.m.