cleanZtest

the binary matrix describing the sub-regression structure (as given by the "structureFinder" function).

the dataset on which we have the sub-regression structure Z.

the threshold on coefficients p-valuesto clean the structure.

pvalmin

boolean. If TRUE the threshold is only on the F statistic for each sub-regression, not on each coefficients. So it will only remove entire sub-regressions.

global

boolean to use bonferroni correction on the pvalmin parameter to avoid multiple testing issues.

bonferroni

This function cleans the structure of correlations by setting to 0 the coefficients in the sub-regressions that are associated to a p-value below the "pvalmin" threshold.

Linear regression based on a recursive structural equation model
(explicit multiples correlations) found by a M.C.M.C.(Markov Chain Monte Carlo) algorithm.
It permits to face highly correlated variables. Variable selection is included (by lasso,
elastic net, etc.). It also provides some graphical tools for basic statistics.
For more information about the method, read the PhD thesis of Clement Thery (2015) in the link below.

Clement THERY

CorReg

cleanZtest: Clean Z's columns based on p-values (coefficients or global)

Description

Usage

Arguments