| PoSI-package {PoSI} | R Documentation |
Valid Post-Selection Inference for Linear LS Regression
Description
In linear LS regression, calculate for a given regressor matrix the
multiplier K of coefficient standard errors such that the confidence
intervals [b - K*SE(b), b + K*SE(b)] have a guaranteed coverage
probability for all coefficient estimates b in any submodels
after performing arbitrary model selection.
Details
| Package: | PoSI |
| Type: | Package |
| Version: | 1.1 |
| Date: | 2020-10-24 |
| License: | GPL-3 |
Author(s)
Andreas Buja and Kai Zhang
Maintainers: Andreas Buja <buja.at.wharton@gmail.com>, Kai Zhang <zhangk@email.unc.edu> and Wan Zhang <wanz63@live.unc.edu>
References
“Valid Post-Selection Inference,” Berk, R., Brown, L., Buja, A., Zhang, K., Zhao, L., The Annals of Statistics, 41 (2), 802–837~(2013).
See Also
lm, link{model.matrix}
Examples
data(Boston, package="MASS")
summary(PoSI(Boston[,-14]))
[Package PoSI version 1.1 Index]