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StabilizedRegression  

Stabilizing Regression and Variable Selection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("StabilizedRegression", "1.1")



Attach the package and use:
library("StabilizedRegression")
Maintained by
Niklas Pfister
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-13
Latest Update: 2022-06-30
Description:
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.
How to cite:
Niklas Pfister (2020). StabilizedRegression: Stabilizing Regression and Variable Selection. R package version 1.1, https://cran.r-project.org/web/packages/StabilizedRegression. Accessed 28 Jan. 2025.
Previous versions and publish date:
1.0 (2020-03-13 11:20)
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