PoSI: Valid Post-Selection Inference for Linear LS Regression
In linear LS regression, calculate for a given design 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.
| Version: |
1.1 |
| Suggests: |
MASS |
| Published: |
2020-11-18 |
| Author: |
Andreas Buja [aut],
Kai Zhang [aut],
Wan Zhang [cre] |
| Maintainer: |
Wan Zhang <wanz63 at live.unc.edu> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
PoSI results |
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