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PoSI: 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.

Version:1.1
Suggests:MASS
Published:2020-11-18
DOI:10.32614/CRAN.package.PoSI
Author:Andreas Buja [aut], Kai Zhang [aut], Wan Zhang [cre]
Maintainer:Wan Zhang <wanz63 at live.unc.edu>
License:GPL-3
NeedsCompilation:no
CRAN checks:PoSI results

Documentation:

Reference manual:PoSI.html ,PoSI.pdf

Downloads:

Package source: PoSI_1.1.tar.gz
Windows binaries: r-devel:PoSI_1.1.zip, r-release:PoSI_1.1.zip, r-oldrel:PoSI_1.1.zip
macOS binaries: r-release (arm64):PoSI_1.1.tgz, r-oldrel (arm64):PoSI_1.1.tgz, r-release (x86_64):PoSI_1.1.tgz, r-oldrel (x86_64):PoSI_1.1.tgz
Old sources: PoSI archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=PoSIto link to this page.


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