zq00/glmhd: Estimates the inflation and variance of the MLE from a high-dimensional GLM

This package estimates the inflation and variance of maximum likelihood estimators (MLE) of a generalized linear model (GLM). The estimates uses the high-dimensional asymptotics assuming both sample size \eqn{n} and number of variables \eqn{p} goes to infinity. In this package, you can estimate the distribution of the MLE using (1) the high-dimensional theory which assume that the variables are from a multivariate Gaussian or sub-Gaussian distribution, or (2) a resized bootstrap approximation which does not make distributional assumptions.

install.packages("remotes")
remotes::install_github("zq00/glmhd")