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)
Maintainer: Hiroshi C. Ito hiroshibeetle@gmail.com
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.