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glmnetSE  

Add Nonparametric Bootstrap SE to 'glmnet' for Selected Coefficients (No Shrinkage)
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("glmnetSE", "0.0.1")



Attach the package and use:
library("glmnetSE")
Maintained by
Sebastian Bahr
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-11-05
Latest Update: 2021-11-05
Description:
Builds a LASSO, Ridge, or Elastic Net model with 'glmnet' or 'cv.glmnet' with bootstrap inference statistics (SE, CI, and p-value) for selected coefficients with no shrinkage applied for them. Model performance can be evaluated on test data and an automated alpha selection is implemented for Elastic Net. Parallelized computation is used to speed up the process. The methods are described in Friedman et al. (2010) and Simon et al. (2011) .
How to cite:
Sebastian Bahr (2021). glmnetSE: Add Nonparametric Bootstrap SE to 'glmnet' for Selected Coefficients (No Shrinkage). R package version 0.0.1, https://cran.r-project.org/web/packages/glmnetSE. Accessed 28 Oct. 2026.
Previous versions and publish date:
No previous versions
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Other R packages that glmnetSE depends, imports, suggests or enhances
Complete documentation for glmnetSE
Functions, R codes and Examples using the glmnetSE R package
Some associated functions: glmnetSE . plot.glmnetSE . summary.glmnetSE . 
Some associated R codes: glmnetSE.R .  Full glmnetSE package functions and examples
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