README.md

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

glmhd

Overview

This R package estimates the inflation and variance of the MLE from a high-dimensional binary regression model. The package supports two methods:

• High-dimensional theory (which provides an exact asymptotic distribution assuming the covariates are multivariate Gaussian or sub-Gaussian).

• Resized bootstrap methods (which approximates the MLE distribution but does not make distributional assumptions of the covariates)

Getting started

• You can find the package vignette in the Github -> vignettes folder.
• You can read more about the theory of high dimensional logistic MLE, and the methods used in the package here.
• You can read more about the resized bootstrap method here.

Installation

You can install the package using

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

To install with vignettes, please run

devtools::install_github("zq00/glmhd", build_vignettes = TRUE)

Note that the vignette takes about 20 min to knit, so feel free to download the Rmarkdown file and run code line by line.

Source code

The source code is located at the Github -> R folder.

Feedback

If you encounter error or would like to provide feedback, please use Github -> Issues to reach us. Thank you!

zq00/glmhd documentation built on April 7, 2023, 7:45 a.m.