Model selection procesure by contracting explanatry variables of high absolute correlation, with examining statistical strength of each explanatry variable. Main function is "cont_selec", which consists of "contract" (grouping explanatory variables of high absolute correlation, and contracting them by using theprincipal components of the groups) and "bestsub_stepwise" (combination of best subset selection, permutation test and stepwise selection)
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.