lm_remove: Method Remove function

In xinzhou1023/shrinkest: A package for Bayesian Shrinkage Estimator on panel data.

Description

Ninah linear model selection method.

Usage

lm_remove(dep, date.start, date.end, date.var, actual, w, data, group, var.fix,
  var.test, is.multithread = F, spec = NULL, wols = F, is.int = T)

Arguments

dep	a character of dependent variable name.
date.start	a character of modeling start date in "MM-DD-YYYY".
date.end	a character of modeling start date in "MM-DD-YYYY".
date.var	a character of date variable name.
actual	a character of actual variable name.
w	a character of weight variable name.
data	a data.table class dataset for modeling.
group	a character of cross section variable name.
var.fix	a character vector containing independent variables which don't need be tested.
var.test	var.fix a character vector containing independent variables to be tested.
is.multithread	TRUE turns on parallel computation. Suggest to use it when data is large.
spec	a character vector specifying the cluster spec for parallel computation. For example, spec=rep("localhost",4). Need is.multithread to be TRUE.
wols	a boolean vector for weighted OLS
is.int	a boolean for intercept. Default value is True.

Value

a list of model seletion result. It contains the following components: t.test: a data.table with coefficients and statistics. fit: a list containing modeling result of each testing model.

xinzhou1023/shrinkest documentation built on May 4, 2019, 1:07 p.m.