rai
Revisiting-Alpha-Investing for Polynomial Regression
A modified implementation of stepwise regression that greedily searches the space of interactions among features in order to build polynomial regression models. Furthermore, the hypothesis tests conducted are valid-post model selection due to the use of a revisiting procedure that implements an alpha-investing rule. As a result, the set of rejected sequential hypotheses is proven to control the marginal false discover rate. When not searching for polynomials, the package provides a statistically valid algorithm to run and terminate stepwise regression. For more information, see Johnson, Stine, and Foster (2019) doi:10.48550/arXiv.1510.06322.
- Version1.0.0
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release07/02/2019
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Team
Kory D. Johnson
Robert A. Stine
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- Imports4 packages
- Suggests1 package