doubleLassoSelect: A function implements the Double Lasso Selection

In ChihYuChiang/dlsr: Double Lasso Selection

A function implements the Double Lasso Selection

Description

This function implements Double Lasso Selection on a specified data frame, with specified treatment variables to be included in the final model and covariates to be tested via the selection process.

Usage

doubleLassoSelect(df, outcome, treatment, test, k = 15)

Arguments

df	Accepts data.frame and data.table. The data frame must contain all the variables specified in outcome, treatment, and test.
outcome	Accepts single character value. It cannot be an empty character. The character specifies the outcome variable's name, which will be searched in the column names of provided data frame.
treatment	Accepts single character value or a character vector. It specifies the treatment variable's name(s), which will be searched in the column names of provided data frame. The treatment variables are those variables will NOT go through the selection and will be included in the final output data set. This parameter accepts empty character, which implies no treatment variable to be included in the process.
test	Accepts single empty character or a character vector with a length >= 2 (restricted by the glmet package). It specifies the test variable's name(s), which will be searched in the column names of provided data frame. The test variables are those covariates will go through the selection and may or may not be included in the final data set. This parameter accepts empty character, which implies performing selection on all variables except for the outcome and treatment variables.
k	Accepts a numeric value. This is the number of times lambda being updated. The lambda here is a parameter used in lasso regression to represent the degree of regularization. You do not have to adjust this value in most situations. The default value is suggested by the paper specified in the package reference.

Value

This function returns a data frame (data.table) with selected variables.

Examples

#Fetch data for demonstration
data(mtcars)

#Input example 1:
#Character vectors as `treatment` and `test` input with an interaction term
outcome <- "mpg"
treatment <- c("cyl", "hp")
test <- c("drat", "disp", "vs", "cyl:hp")

#Input example 2:
#Empty character as `treatment` and `test` input
outcome <- "mpg"
treatment <- ""
test <- ""

#Acquire the selected data frame
DT_select <- doubleLassoSelect(df=mtcars, outcome=outcome, treatment=treatment, test=test)

#Implement a linear model after the selection
model_lm <- lm(as.formula(sprintf("`%s` ~ .", outcome)), data=DT_select)
summary(model_lm)

ChihYuChiang/dlsr documentation built on Sept. 13, 2022, 9:47 p.m.