WALS: Weighted-Average Least Squares Model Averaging

Implements Weighted-Average Least Squares model averaging for negative binomial regression models of Huynh (2024) <doi:10.48550/arXiv.2404.11324>, generalized linear models of De Luca, Magnus, Peracchi (2018) <doi:10.1016/j.jeconom.2017.12.007> and linear regression models of Magnus, Powell, Pruefer (2010) <doi:10.1016/j.jeconom.2009.07.004>, see also Magnus, De Luca (2016) <doi:10.1111/joes.12094>. Weighted-Average Least Squares for the linear regression model is based on the original 'MATLAB' code by Magnus and De Luca <https://www.janmagnus.nl/items/WALS.pdf>, see also Kumar, Magnus (2013) <doi:10.1007/s13571-013-0060-9> and De Luca, Magnus (2011) <doi:10.1177/1536867X1201100402>.

Getting started

Package details

AuthorKevin Huynh [aut, cre] (<https://orcid.org/0000-0002-4621-2274>)
MaintainerKevin Huynh <Kevin.Huynh@unibas.ch>
LicenseGPL-2 | GPL-3
Version0.2.5
URL https://github.com/kevhuy/WALS
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("WALS")

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WALS documentation built on June 22, 2024, 9:42 a.m.