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PoSIAdjRSquared  

Post-Selection Inference for Adjusted R Squared
View on CRAN: Click here


Download and install PoSIAdjRSquared package within the R console
Install from CRAN:
install.packages("PoSIAdjRSquared")

Install from Github:
library("remotes")
install_github("cran/PoSIAdjRSquared")

Install by package version:
library("remotes")
install_version("PoSIAdjRSquared", "0.0.0.1")



Attach the package and use:
library("PoSIAdjRSquared")
Maintained by
Sarah Pirenne
[Scholar Profile | Author Map]
First Published: 2024-08-26
Latest Update: 2024-08-26
Description:
Conduct post-selection inference for regression coefficients in linear models after they have been selected by adjusted R squared. The p-values and confidence intervals are valid after model selection with the same data. This allows the user to use all data for both model selection and inference without losing control over the type I error rate. The provided tests are more powerful than data splitting, which bases inference on less data since it discards all information used for selection.
How to cite:
Sarah Pirenne (2024). PoSIAdjRSquared: Post-Selection Inference for Adjusted R Squared. R package version 0.0.0.1, https://cran.r-project.org/web/packages/PoSIAdjRSquared. Accessed 25 Feb. 2025.
Previous versions and publish date:
No previous versions
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Complete documentation for PoSIAdjRSquared
Functions, R codes and Examples using the PoSIAdjRSquared R package
Full PoSIAdjRSquared package functions and examples
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