PoSI (version 1.1)

Valid Post-Selection Inference for Linear LS Regression

Description

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.

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Install

install.packages('PoSI')

Version

1.1

License

GPL-3

Maintainer

Last Published

November 18th, 2020

Functions in PoSI (1.1)