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>.
Package details |
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Author | Kevin Huynh [aut, cre] (<https://orcid.org/0000-0002-4621-2274>) |
Maintainer | Kevin Huynh <Kevin.Huynh@unibas.ch> |
License | GPL-2 | GPL-3 |
Version | 0.2.5 |
URL | https://github.com/kevhuy/WALS |
Package repository | View on CRAN |
Installation |
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