sValues-package: sValues: measures of the sturdiness of regression...
In sValues: Measures of the Sturdiness of Regression Coefficients
Description
Details
References
Description
The R package sValues
implements the measure of sturdiness of coefficients proposed by
Leamer (2014) and discussed in Leamer (2015).
The S-values try to provide a sensible framework to assess the sensitivity
of coefficient estimates to model ambiguity.
Details
The main function of the package is the sValues function.
More information can be found on its help documentation, examples and vignette.
The package also includes an example dataset on economic growth.
References
Leamer, E. (2014). S-values: Conventional context-minimal measures of the sturdiness of regression coefficients. Working Paper
Leamer, E. (2015). S-values and bayesian weighted all-subsets regressions. European Economic Review.
sValues documentation built on July 16, 2018, 1:04 a.m.
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Description Details References
Description
The R package sValues implements the measure of sturdiness of coefficients proposed by Leamer (2014) and discussed in Leamer (2015). The S-values try to provide a sensible framework to assess the sensitivity of coefficient estimates to model ambiguity.
Details
The main function of the package is the sValues function.
More information can be found on its help documentation, examples and vignette.
The package also includes an example dataset on economic growth.
References
Leamer, E. (2014). S-values: Conventional context-minimal measures of the sturdiness of regression coefficients. Working Paper
Leamer, E. (2015). S-values and bayesian weighted all-subsets regressions. European Economic Review.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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