| sparseRBIC_sampsplit {sparseR} | R Documentation |
Sample split procedure for stepwise regression
Description
Runs multiple on models selection procedures using RBIC to achieve valid inferential results post-selection
Usage
sparseRBIC_sampsplit(srbic_fit, S = 100, quiet = FALSE)
Arguments
srbic_fit |
An object fitted by sparseRBIC_step |
S |
Number of splitting iterations |
quiet |
Should the display of a progress bar be silenced? |
Value
a list containing:
results |
a tibble containing coefficients, p-values, selection pct |
splits |
a tibble of different split-based coefficients |
[Package sparseR version 0.3.1 Index]