QIC: Pan's QIC

In threeboost: Thresholded variable selection and prediction based on estimating equations

Description

Calculates a simple version of Pan's QIC for a GEE model defined by a vector of regression coefficients.

Usage

QIC(Y, X, b, family = "gaussian")

Arguments

Y	A vector of outcomes.
X	A matrix of predictors.
b	A vector of regression coefficients (e.g., a row from the coefficient matrix produced by geeboost)
family	Version of QIC to implement, for either "gaussian", "binomial" or "poisson" outcomes. Should match the family argument used in the original boosting algorithm.

threeboost documentation built on May 2, 2019, 2:37 a.m.