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sealasso: Standard Error Adjusted Adaptive Lasso
Standard error adjusted adaptive lasso (SEA-lasso) is a version of the adaptive lasso, which incorporates OLS standard error to the L1 penalty weight. This method is intended for variable selection under linear regression settings (n > p). This new weight assignment strategy is especially useful when the collinearity of the design matrix is a concern.
Getting started
Browse package contents
Package details |
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| Author | Wei Qian <weiqian@stat.umn.edu> |
| Maintainer | Wei Qian <weiqian@stat.umn.edu> |
| License | GPL (>= 2) |
| Version | 0.1-3 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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