Contains an implementation of 'StabilizedRegression', a regression framework for heterogeneous data introduced in Pfister et al. (2021) <doi:10.48550/arXiv.1911.01850>. The procedure uses averaging to estimate a regression of a set of predictors X on a response variable Y by enforcing stability with respect to a given environment variable. The resulting regression leads to a variable selection procedure which allows to distinguish between stable and unstable predictors. The package further implements a visualization technique which illustrates the trade-off between stability and predictiveness of individual predictors.
Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=StabilizedRegression to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4