PoSI (1.0)

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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.

Maintainer: Kai Zhang
Author(s): Andreas Buja, Kai Zhang

License: GPL-3

Uses: MASS

Released over 2 years ago.



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