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WALS  

Weighted-Average Least Squares Model Averaging
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("WALS", "0.2.6")



Attach the package and use:
library("WALS")
Maintained by
Kevin Huynh
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-09-22
Latest Update: 2025-07-13
Description:
Implements Weighted-Average Least Squares model averaging for negative binomial regression models of Huynh (2023) (mimeo), generalized linear models of De Luca, Magnus, Peracchi (2018) <doi:10.1016/j.jeconom.2017.12.007> and linear regression models of Magnus, Powell, Pruefer (2010) <doi:10.1016/j.jeconom.2009.07.004>, see also Magnus, De Luca (2016) <doi:10.1111/joes.12094>. Weighted-Average Least Squares for the linear regression model is based on the original 'MATLAB' code by Magnus and De Luca <https://www.janmagnus.nl/items/WALS.pdf>, see also Kumar, Magnus (2013) <doi:10.1007/s13571-013-0060-9> and De Luca, Magnus (2011) <doi:10.1177/1536867X1201100402>.
How to cite:
Kevin Huynh (2023). WALS: Weighted-Average Least Squares Model Averaging. R package version 0.2.6, https://cran.r-project.org/web/packages/WALS. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.2.3 (2023-09-22 17:30), 0.2.4 (2023-11-03 08:20), 0.2.5 (2024-06-21 10:40)
Other packages that cited WALS R package
View WALS citation profile
Other R packages that WALS depends, imports, suggests or enhances
Complete documentation for WALS
Functions, R codes and Examples using the WALS R package
Full WALS package functions and examples
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