PoSI

Valid Post-Selection Inference for Linear LS Regression

CRAN Package

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.

  • Version1.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release11/18/2020

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