StabilizedRegression
Stabilizing Regression and Variable Selection
Contains an implementation of 'StabilizedRegression', a regression framework for heterogeneous data introduced in Pfister et al. (2021) doi:10.48550/arXiv.1911.01850. The procedure uses averaging to estimate a regression of a set of predictors X on a response variable Y by enforcing stability with respect to a given environment variable. The resulting regression leads to a variable selection procedure which allows to distinguish between stable and unstable predictors. The package further implements a visualization technique which illustrates the trade-off between stability and predictiveness of individual predictors.
- Version1.1
- R version≥ 3.5
- LicenseGPL-3
- Needs compilation?No
- Last release06/30/2022
Team
Niklas Pfister
Evan Williams
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Last 30 days
This package has been downloaded 132 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.
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Last 365 days
This package has been downloaded 1,808 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Jan 18, 2025 with 25 downloads.
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Dependencies
- Imports6 packages