anchor_stability: anchor_stability
In simzim96/AnchorRegression: Perform AnchorRegression

Description Usage Arguments Value Examples

Perform an Anchor Stability Analysis as described in Rothenhäusler et al.2020

anchor_stability(
  x,
  anchor,
  target_variable,
  lambda = 0,
  alpha = 0.05,
  p_procedure = "bootstrap"
)

`x`	is a dataframe containing the matrix x containing the independent variables
`anchor`	is a dataframe containing the matrix anchor containing the anchor variable
`target_variable`	is the target variable name contained in the x dataframe
`lambda`	indicates the lambda that is used in the Anchor Regression. 'CV' is used if it should be estimated by cross validation on the full subset.
`alpha`	significance level for test decision on coefficient significance
`p_procedure`	procedure to estimate stability. Option 1: naive - stable if effect is non-zero in all cases; Option 2: post-lasso - post selection inference using SelectiveInference package

A dataframe containing the stability values for each coefficient

x <- as.data.frame(matrix(data = rnorm(1000),nrow = 100,ncol = 10))
anchor <- as.data.frame(matrix(data = rnorm(200),nrow = 100,ncol = 2))
colnames(anchor) <- c('X1','X2')
gamma <- 2
target_variable <- 'V2'
anchor_stability(x, anchor, target_variable, lambda, alpha=0.05, p_procedure = "naive")