StabilizedRegression: Stabilizing Regression and Variable Selection

Contains an implementation of 'StabilizedRegression', a regression framework for heterogeneous data introduced in Pfister et al. (2019) <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
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("StabilizedRegression")

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StabilizedRegression documentation built on March 13, 2020, 5:07 p.m.